The occupation time related to the so–called iterated law of the iterated logarithm

DOI10.1080/07362990008809709zbMath0973.60042OpenAlexW2078024495MaRDI QIDQ4526877

Youssef Randjiou

Publication date: 18 November 2001

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

Full work available at URL: https://doi.org/10.1080/07362990008809709

zbMATH Keywords

Brownian motionlaw of the iterated logarithmoccupation time

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17)

Cites Work

• Some asymptotic results related to the law of iterated logarithm for Brownian motion
• A proof of Dassios' representation of the \(\alpha\)-quantile of Brownian motion with drift
• Iterated law of iterated logarithm
• An invariance principle for the law of the iterated logarithm
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