Chung's law of the iterated logarithm for iterated brownian motion

Davar Khoshnevisan; Thomas M. Lewis

Annales de l'I.H.P. Probabilités et statistiques (1996)

  • Volume: 32, Issue: 3, page 349-359
  • ISSN: 0246-0203

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Khoshnevisan, Davar, and Lewis, Thomas M.. "Chung's law of the iterated logarithm for iterated brownian motion." Annales de l'I.H.P. Probabilités et statistiques 32.3 (1996): 349-359. <http://eudml.org/doc/77538>.

@article{Khoshnevisan1996,
author = {Khoshnevisan, Davar, Lewis, Thomas M.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {iterated Brownian motion; law of the iterated logarithm},
language = {eng},
number = {3},
pages = {349-359},
publisher = {Gauthier-Villars},
title = {Chung's law of the iterated logarithm for iterated brownian motion},
url = {http://eudml.org/doc/77538},
volume = {32},
year = {1996},
}

TY - JOUR
AU - Khoshnevisan, Davar
AU - Lewis, Thomas M.
TI - Chung's law of the iterated logarithm for iterated brownian motion
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1996
PB - Gauthier-Villars
VL - 32
IS - 3
SP - 349
EP - 359
LA - eng
KW - iterated Brownian motion; law of the iterated logarithm
UR - http://eudml.org/doc/77538
ER -

References

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  1. [B1] K. Burdzy, Some path properties of iterated Brownian motion, Sem. Stoch. Processes1992, K. L. Chung, E. Cinlar and M. J. Sharpe, eds., Birkhauser, 1993, pp. 67-87. Zbl0789.60060MR1278077
  2. [B2] K. Burdzy, Variation of iterated Brownian motion, Workshop and Conference on Measure-valued Processes, Stochastic Partial Differential Equations and Interacting Systems, CRM Proceedings and Lecture Notes (to appear). Zbl0803.60077MR1278281
  3. [C] K.L. Chung, On the maximum partial sums of sequences of independent random variables, T.A.M.S., Vol. 64, pp. 205-233. Zbl0032.17102MR26274
  4. [CsCsFR] E. Csáki, M. Csörgö, A. Földes and P. Révész, Global Strassen type theorems for iterated Brownian motion, Preprint, 1994. MR1357659
  5. [DH] P. Deheuvels and D. Mason, A functional LIL approach to pointwise Bahadur-Kiefer theorems. In: Probability in Banach Spaces8, R. M. Dudley, M. G. Hahn and J. Kuelbs, eds., 1992, pp. 255-266, Birkhauser, Boston. Zbl0844.60012MR1227623
  6. [F] T. Funaki, Probabilistic construction of the solution of some higher order parabolic differential equations, Proc. Japan Acad., Vol. 55, 1979, pp. 176-179. Zbl0433.35039MR533542
  7. [HPS] Y. Hu, D. Pierre-Loti-Viaud and Z. Shi, Laws of the iterated logarithm for iterated Wiener processes, Preprint, 1994. Zbl0816.60027
  8. [KL] D. Khoshnevisan and T.M. Lewis, A uniform modulus result for iterated Brownian motion, Preprint, 1994. 
  9. [KS] I. Karatzas and S. Shreve, Brownian motion and Stochastic Calculus, Springer, New York, 1988. Zbl0638.60065MR917065
  10. [PS] S.C. Port and C.J. Stone, Brownian Motion and Classical Potential Theory, Academic Press, N.Y., 1978. Zbl0413.60067MR492329
  11. [S] Z. Shi, Lower limits of iterated Wiener processes, Preprint, 1994. 

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