A joint integral test for the locations of extrema for Brownian motion

DOI10.1007/S10959-006-0030-5MaRDI QIDQ867086zbMATH OpenOpenAlexFDO

Authors Youssef Randjiou

Publication date 14 February 2007

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-006-0030-5

zbMATH Keywords

Brownian motionlaw of the iterated logarithmjoint integral testLévy's lower class

Mathematics Subject Classification ID

Brownian motion (60J65) Strong limit theorems (60F15)

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Cites work

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• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• A note on the Borel-Cantelli lemma
• On the Application of the Borel-Cantelli Lemma
• On the lower limits of maxima and minima of wiener process and partial sums
• On the maximum of a Wiener process and its location
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables

Cited in

(3)

• scientific article; zbMATH DE number 1301688 (Why is no real title available?)
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• A conditional limit law result on the location of the maximum of Brownian motion

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