Some \(\liminf\) results on increments of the primitives of Brownian motion

DOI10.1007/s11766-000-0038-zzbMath0967.60028OpenAlexW2324476322MaRDI QIDQ1595259

R. Smith

Publication date: 30 August 2001

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-000-0038-z

zbMATH Keywords

large incrementsmoduli of continuityprimitives of Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Brownian motion (60J65) Sample path properties (60G17)

Cites Work

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• Local asymptotic classes for the successive primitives of Brownian motion
• [https://portal.mardi4nfdi.de/wiki/Publication:4150921 On large intervals in the Cs�rg?-R�v�sz theorem on increments of a Wiener process]
• Radon-Nikodym Derivatives of Gaussian Measures
• On Certain Inequalities for Normal Distributions and their Applications to Simultaneous Confidence Bounds
• On Multivariate Normal Probabilities of Rectangles: Their Dependence on Correlations
• An Asymptotic Property of Gaussian Processes. I

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