A joint integral test for the locations of extrema for Brownian motion

DOI10.1007/s10959-006-0030-5zbMath1120.60027OpenAlexW1981404702MaRDI QIDQ867086

Youssef Randjiou

Publication date: 14 February 2007

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

Full work available at URL: https://doi.org/10.1007/s10959-006-0030-5

zbMATH Keywords

Brownian motionlaw of the iterated logarithmLévy's lower classjoint integral test

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65)

Cites Work

• On the maximum of a Wiener process and its location
• On the lower limits of maxima and minima of wiener process and partial sums
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables
• On the Application of the Borel-Cantelli Lemma
• A note on the Borel-Cantelli lemma
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