Chung's law of the iterated logarithm for iterated Brownian motion

被引：0

作者：

Khoshnevisan, D ^{[1
]}

Lewis, TM ^{[1
]}

机构：

[1] FURMAN UNIV, DEPT MATH, GREENVILLE, SC 29613 USA

来源：

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 1996年 / 32卷 / 03期

关键词：

Iterated Brownian motion; the other LIL;

D O I：

暂无

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：

Let X and Y be independent, standard Brownian motions, For all t greater than or equal to 0, we define the iterated Brownian motion, Z, by setting Z(t) approximately-equal-to X(\Y-t\). In this paper we give Chung's form of the law of the iterated logarithm for Z.

引用

页码：349 / 359

页数：11

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