Law of the iterated logarithm and local variations at zero of the sticky Brownian motion

DOI10.1016/0167-7152(94)00127-TzbMath0824.60026MaRDI QIDQ1892963

Frank B. Knight, Madjid Amir

Publication date: 31 October 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

law of the iterated logarithmsticky Brownian motion

Mathematics Subject Classification ID

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

Cites Work

• Local laws of the iterated logarithm for diffusions
• Sticky Brownian motion as the strong limit of a sequence of random walks
• Local variation of diffusion in local time
• Sticky Brownian motion as the limit of storage processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Law of the iterated logarithm and local variations at zero of the sticky Brownian motion