On the large values of the Wiener process

DOI10.1016/0304-4149(87)90004-4zbMath0633.60048OpenAlexW1994623223MaRDI QIDQ1096246

Karl Grill, Endre Csáki

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90004-4

zbMATH Keywords

partial sum processlaw of iterated logarithmSkorohod's embedding scheme

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Sample path properties (60G17)

Related Items (1)

Random walks on comb-type subsets of \(\mathbb{Z}^2\)

Cites Work

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• On the maximum of a Wiener process and its location
• On the increments of Wiener and related processes
• On the lower limits of maxima and minima of wiener process and partial sums
• On the Application of the Borel-Cantelli Lemma

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