Upper and lower limits of doubly perturbed Brownian motion
type: Item
instance of: scholarly article
title: Upper and lower limits of doubly perturbed Brownian motion
zbMATH Open document ID: 0969.60082
DOI: 10.1016/S0246-0203(00)00123-0
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2001-09-23T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77657
review text: A doubly perturbed Brownian motion behaves as the Brownian motion between its minimum and maximum where it is perturbed. The doubly perturbed Brownian motion arises as a scaling limit of some self-interacting random walks. The authors show how the perturbations affect the asymptotic behaviors of the extrema. Specifically, they prove three theorems which generalize Erdős-Feller-Kolmogorov-Petrowsky, Hirsch, and Chung type integral tests for Brownian motion.
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 1453272
zbMATH Keywords: Brownian motion
zbMATH Keywords: law of iterated logarithm
author: Loïc Chaumont
author: Ronald A. Doney
author: Yueyun Hu
MaRDI profile type: Publication
OpenAlex ID: W2167825804
description: scientific article; zbMATH DE number 1453272