Laws of the iterated logarithm for iterated Wiener processes

DOI10.1007/BF02212881zbMath0816.60027OpenAlexW2016703024MaRDI QIDQ1890738

Daniel Pierre-Loti-Viaud, Zhan Shi, Yue Yun Hu

Publication date: 23 May 1995

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02212881

zbMATH Keywords

functional law of the iterated logarithmChung's law of the iterated logarithmBahadur-Kiefer-type theoremsasymptotic behavior of iterated Wiener processes

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65)

Related Items

Strong approximation of quantile processes by iterated Kiefer processes., Iterated Brownian motion in an open set., Lower limits of iterated Wiener processes, The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion, Iterated Brownian motion and stable \((1/4)\) subordinator, On the logarithmic average of iterated processes, On the asymptotics of supremum distribution for some iterated processes, The local time of iterated Brownian motion, On Chung's law of the iterated logarithm for the Brownian time Lévy's area process, Asymptotic properties of Brownian motion delayed by inverse subordinators, Some singular sample path properties of a multiparameter fractional Brownian motion, Limit theorems for local and occupation times of random walks and Brownian motion on a spider, Large deviations for subordinated Brownian motion and applications, Large deviations for local time fractional Brownian motion and applications, The uniform modulus of continuity of iterated Brownian motion, Path Properties of Subdiffusion—A Martingale Approach, Brownian subordinators and fractional Cauchy problems, On the occupation time of an iterated process having no local time, Stochastic calculus for Brownian motion on a Brownian fracture, Strassen theorems for a class of iterated processes

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