Functional sample path properties of subsequence's C-R increments for a Wiener process in Hölder norm
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Publication:904136
DOI10.1007/S11766-015-3114-0zbMath1340.60058MaRDI QIDQ904136
Publication date: 15 January 2016
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Cites Work
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- On the increments of Wiener process -- a look through subsequences
- Large deviations and functional iterated logarithm law for diffusion processes
- Large deviations and the Strassen theorem in Hölder norm
- An invariance principle for the law of the iterated logarithm
- Functional limit theorems for C-R increments of \(k\)-dimensional Brownian motion in Hölder norm