Lower limits of iterated Wiener processes (Q1892959)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Lower limits of iterated Wiener processes |
scientific article; zbMATH DE number 768775
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lower limits of iterated Wiener processes |
scientific article; zbMATH DE number 768775 |
Statements
Lower limits of iterated Wiener processes (English)
0 references
31 October 1995
0 references
Let \(W\) and \(\widehat W\) be two independent Wiener processes with \(W(0) = \widehat W(0) = 0\) and let \(X^*_ t = \sup_{0 \leq u \leq t} | W (\widehat W_ u) |\) and \(Y^*_ t=\sup_{0\leq u\leq t}| W(|\widehat W_ u|)|\). Integral tests for \(P(X^*_ t < t^{1/4}/f(t)\), i.o.) = 0 or 1 and \(P(Y^*_ t < t^{1/4}/f(t)\), i.o.) = 0 or 1 are given.
0 references
iterated Wiener process
0 references
Lévy's lower class
0 references
0 references
