Processes iterated ad libitum

DOI10.1016/j.spa.2016.04.031zbMath1348.60026arXiv1504.06433OpenAlexW2126890044MaRDI QIDQ326834

Jérôme Casse, Jean-François Marckert

Publication date: 12 October 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.06433

zbMATH Keywords

weak convergenceexchangeabilityiterated Brownian motioniterated stable processes

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) Stable stochastic processes (60G52) Distribution theory (60E99) Exchangeability for stochastic processes (60G09)

Related Items (2)

Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes ⋮ Iterated Brownian motion ad libitum is not the pseudo-arc

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Markov chains and stochastic stability
• Fractional diffusion equations and processes with randomly varying time
• Invariant measures for Markov processes arising from iterated function systems with place-dependent probabilities
• Probabilistic construction of the solution of some higher order parabolic differential equation
• Local times and related properties of multidimensional iterated Brownian motion
• Uniform oscillations of the local time of iterated Brownian motion
• Iterated Brownian motion and stable \((1/4)\) subordinator
• Iterating Brownian motions, ad libitum
• Iterated function systems and the global construction of fractals
• Lévy Processes and Stochastic Calculus

This page was built for publication: Processes iterated ad libitum