Laws of the iterated logarithm for -time Brownian motion.
Nane, Erkan (2006)
Electronic Journal of Probability [electronic only]
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Nane, Erkan (2006)
Electronic Journal of Probability [electronic only]
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Pechtl, Andreas (1999)
Journal of Applied Mathematics and Decision Sciences
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Adams, Stefan, Bru, Jean-Bernard, König, Wolfgang (2006)
Electronic Journal of Probability [electronic only]
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Khoshnevisan, Davar, Salminen, Paavo, Yor, Marc (2006)
Electronic Communications in Probability [electronic only]
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Dereich, S., Scheutzow, M. (2006)
Electronic Journal of Probability [electronic only]
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Barton, Nick H., Etheridge, Alison M., Véber, Amandine (2010)
Electronic Journal of Probability [electronic only]
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Deblassie, Dante (2009)
Electronic Journal of Probability [electronic only]
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Panki Kim, Renming Song, Zoran Vondraček (2012)
Annales de l’institut Fourier
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We study minimal thinness in the half-space for a large class of subordinate Brownian motions. We show that the same test for the minimal thinness of a subset of below the graph of a nonnegative Lipschitz function is valid for all processes in the considered class. In the classical case of Brownian motion this test was proved by Burdzy.
Alvarez-Andrade, Sergio (2003)
Revista Colombiana de Matemáticas
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Tomás Hobza, Igor Vajda (2001)
Revista Matemática Complutense
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We consider positive real valued random data X with the decadic representation X = Σ D 10 and the first significant digit D = D(X) in {1,2,...,9} of X defined by the condition D = D ≥ 1, D = D = ... = 0. The data X are said to satisfy the Newcomb-Benford law if P{D=d} = log(d+1 / d) for all d in {1,2,...,9}. This law holds for example for the data with logX uniformly distributed on an interval (m,n) where m and n are integers. We show that if logX has a distribution...
Ibrahima Mendy (2010)
Annales mathématiques Blaise Pascal
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be a sub-fractional Brownian motion with . We establish the existence, the joint continuity and the Hölder regularity of the local time of . We will also give Chung’s form of the law of iterated logarithm for . This results are obtained with the decomposition of the sub-fractional Brownian motion into the sum of fractional Brownian motion plus a stochastic process with absolutely continuous trajectories. This decomposition is given by Ruiz de Chavez and Tudor []. ...