Iterated Brownian motion and stable(1/4) subordinator

被引：16
|
作者：
Bertoin, J [1 ]
机构：
[1] UNIV PARIS 06, CNRS, PROBABIL LAB, F-75252 PARIS 05, FRANCE
来源：
STATISTICS & PROBABILITY LETTERS | 1996年 / 27卷 / 02期
关键词：
D O I：
10.1016/0167-7152(95)00051-8
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We use a connection between the iterated Brownian motion and the stable subordinator of index 1/4 to derive information on the path behaviour of the former.
引用
收藏
页码：111 / 114
页数：4
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