Lim inf results for the Wiener process and its increments under the \(L_ 2\)-norm

DOI10.1007/BF01205237zbMath0741.60079MaRDI QIDQ1184046

Wenbo V. Li

Publication date: 28 June 1992

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Wiener process

Mathematics Subject Classification ID

Brownian motion (60J65) (L^p)-limit theorems (60F25)

Related Items

Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm. ⋮ A lim inf result for the increments of the Wiener process under the \(L_ 2\)-norm ⋮ Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times ⋮ On three families of Karhunen-Loève expansions associated with classical orthogonal polynomials ⋮ Chung’s law for integrated Brownian motion

Cites Work

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• The Wiener Measure of Hilbert Neighborhoods in the Space of Real Continuous Functions