Iterating Brownian motions, ad libitum

DOI10.1007/s10959-012-0434-3zbMath1331.60159arXiv1112.3776OpenAlexW2088862885MaRDI QIDQ2248931

Nicolas Curien, Takis Konstantopoulos

Publication date: 27 June 2014

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

Full work available at URL: https://arxiv.org/abs/1112.3776

zbMATH Keywords

weak convergenceexchangeabilitylocal timerandom measureiterated Brownian motionHarris chainde Finetti-Hewitt-Savage theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Brownian motion (60J65) Random measures (60G57) Distribution theory (60E99) Local time and additive functionals (60J55) Exchangeability for stochastic processes (60G09)

Related Items (8)

A fully stochastic approach to limit theorems for iterates of Bernstein operators ⋮ Processes iterated ad libitum ⋮ Extremes of randomly scaled Gumbel risks ⋮ On the asymptotics of supremum distribution for some iterated processes ⋮ Strong approximation of stochastic processes at random times and application to their exact simulation ⋮ Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes ⋮ Iterated Brownian motion ad libitum is not the pseudo-arc ⋮ Random continuum and Brownian motion

Cites Work

• Probabilistic construction of the solution of some higher order parabolic differential equation
• Occupation densities
• Uniform oscillations of the local time of iterated Brownian motion
• Iterated Brownian motion and stable \((1/4)\) subordinator
• Fourier Analysis and Nonlinear Partial Differential Equations
• Markov Chains and Stochastic Stability
• Harmonic Analysis of Local Times and Sample Functions of Gaussian Processes
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