Law of the iterated logarithm and local variations at zero of the sticky Brownian motion
type: Item
instance of: scholarly article
title: Law of the iterated logarithm and local variations at zero of the sticky Brownian motion
zbMATH Open document ID: 0824.60026
DOI: 10.1016/0167-7152(94)00127-T
author: Madjid Amir
author: Frank B. Knight
published in: Statistics \& Probability Letters
publication date: 1995-10-31T00:00:00Z
review text: For the sticky Brownian motion local properties analogous to the law of the iterated logarithm for the standard Brownian motion are obtained.
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 768779
zbMATH Keywords: sticky Brownian motion
zbMATH Keywords: law of the iterated logarithm
reviewed by: K. Kubilius
MaRDI profile type: Publication
cites work: Sticky Brownian motion as the strong limit of a sequence of random walks
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description: scientific article; zbMATH DE number 768779