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

DOI10.1007/S10959-006-0030-5zbMATH Open1120.60027OpenAlexW1981404702MaRDI QIDQ867086FDOQ867086

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables
• On the Application of the Borel-Cantelli Lemma
• A note on 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

Cited In (3)

• Title not available (Why is that?)
• Title not available (Why is that?)
• A conditional limit law result on the location of the maximum of Brownian motion

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