Iterated Brownian motion and stable \((1/4)\) subordinator

DOI10.1016/0167-7152(95)00051-8zbMath0854.60082OpenAlexW1992075412MaRDI QIDQ1916176

Jean Bertoin

Publication date: 13 January 1997

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

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00051-8

zbMATH Keywords

law of the iterated logarithmpath propertiesiterated Brownian motionstable subordinator

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Markov processes (60J99)

Related Items (15)

Iterated Brownian motion in an open set. ⋮ Laws of the iterated logarithm for a class of iterated processes ⋮ Processes iterated ad libitum ⋮ On the asymptotics of supremum distribution for some iterated processes ⋮ The local time of iterated Brownian motion ⋮ Asymptotic properties of Brownian motion delayed by inverse subordinators ⋮ Random walks on comb-type subsets of \(\mathbb{Z}^2\) ⋮ The uniform modulus of continuity of iterated Brownian motion ⋮ Iterating Brownian motions, ad libitum ⋮ On the local time of random walk on the 2-dimensional comb ⋮ On the occupation time of an iterated process having no local time ⋮ Iterated Brownian motion ad libitum is not the pseudo-arc ⋮ Stochastic calculus for Brownian motion on a Brownian fracture ⋮ Strassen theorems for a class of iterated processes ⋮ Some Results and Problems for Anisotropic Random Walks on the Plane

Cites Work

• Brownian local time approximated by a Wiener sheet
• Probabilistic construction of the solution of some higher order parabolic differential equation
• Laws of the iterated logarithm for iterated Wiener processes
• Lower limits of iterated Wiener processes
• The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion
• Chung's law of the iterated logarithm for iterated Brownian motion
• Sample functions behavior of increasing processes with stationary, independent increments
• A strong law for the maximum cumulative sum of independent random variables
• A lower lipschitz condition for the stable subordinator
• Correction Notes: Correction to "A Delicate Law of the Iterated Logarithm for Non-Decreasing Stable Processes"
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