Path properties of the primitives of a Brownian motion

DOI10.1017/S1446788700002317zbMath0982.60013MaRDI QIDQ2726653

Zheng Yan Lin

Publication date: 25 March 2002

Published in: Journal of the Australian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

Brownian motionlarge incrementsmoduli of continuity

Mathematics Subject Classification ID

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

Related Items (6)

A necessary and sufficient condition of existence of global solutions for some nonlinear hyperbolic equations ⋮ Chung LIL for integrated \(\alpha\) stable process ⋮ Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion ⋮ A functional LIL for \(m\)-fold integrated Brownian motion ⋮ A class of bridges of iterated integrals of Brownian motion related to various boundary value problems involving the one-dimensional polyharmonic operator ⋮ A functional LIL for integrated \(\alpha \) stable process

Cites Work

• Local asymptotic classes for the successive primitives of Brownian motion
• Radon-Nikodym Derivatives of Gaussian Measures
• An Asymptotic Property of Gaussian Processes. I

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