Existence of small oscillations at zeros of brownian motion
Frank B. Knight (1974)
Séminaire de probabilités de Strasbourg
Similarity:
Displaying similar documents to “Large deviations for some Poisson random integrals”
Existence of small oscillations at zeros of brownian motion
Capacity estimates, boundary crossings and the Ornstein-Uhlenbeck process in Wiener space.
Csáki, Endre, Khoshnevisan, Davar, Shi, Zhan (1999)
Electronic Communications in Probability [electronic only]
Similarity:
Level sets of multiparameter Brownian motions.
Mountford, Thomas S., Nualart, Eulalia (2004)
Electronic Journal of Probability [electronic only]
Similarity:
On the Spitzer and Chung laws of the iterated logarithm for brownian motion
Jean-Claude Gruet, Zhan Shi (1995)
Séminaire de probabilités de Strasbourg
Similarity:
Density in small time for Levy processes
Jean Picard (1997)
ESAIM: Probability and Statistics
Similarity:
A martingale proof of the Khinchin iterated logarithm law for Wiener processes
Nicolai V. Krylov (1995)
Séminaire de probabilités de Strasbourg
Similarity:
Limiting behavior of a diffusion in an asymptotically stable environment
Arvind Singh (2007)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
The law of the iterated logarithm for a triangular array of empirical processes.
Arcones, Miguel A. (1997)
Electronic Journal of Probability [electronic only]
Similarity:
Large deviations from the circular law
Gérard Ben Arous, Ofer Zeitouni (1998)
ESAIM: Probability and Statistics
Similarity:
Small scale limit theorems for the intersection local times of Brownian motion.
Mörters, Peter, Shieh, Narn-Rueih (1999)
Electronic Journal of Probability [electronic only]
Similarity: