scholarly journals Some Path Properties of Iterated Brownian Motion

1993 ◽  
pp. 67-87 ◽  
Author(s):  
Krzysztof Burdzy
Keyword(s):  
Brownian Motion ◽  
Iterated Brownian Motion ◽  
Path Properties

scholarly journals Weighted power variations of iterated Brownian motion

2008 ◽  
Vol 13 (0) ◽  
pp. 1229-1256 ◽  
Author(s):  
Ivan Nourdin ◽  
Giovanni Peccati
Keyword(s):  
Brownian Motion ◽  
Iterated Brownian Motion

scholarly journals Sample path properties of the local time of multifractional Brownian motion

Bernoulli ◽  
2007 ◽  
Vol 13 (3) ◽  
pp. 849-867 ◽  
Author(s):  
Brahim Boufoussi ◽  
Marco Dozzi ◽  
Raby Guerbaz
Keyword(s):  
Brownian Motion ◽  
Local Time ◽  
Sample Path ◽  
Multifractional Brownian Motion ◽  
Sample Path Properties ◽  
Path Properties

scholarly journals Path properties of the primitives of a Brownian motion

2001 ◽  
Vol 70 (1) ◽  
pp. 119-133 ◽  
Author(s):  
Zhengyan Lin
Keyword(s):  
Brownian Motion ◽  
Positive Integer ◽  
Gaussian Process ◽  
Large Deviation ◽  
Asymptotic Properties ◽  
Standard Brownian Motion ◽  
Moduli Of Continuity ◽  
Large Increments ◽  
Path Properties

AbstractLet {W(t), t ≥ 0} be a standard Brownian motion. For a positive integer m, define a Gaussian process Watanabe and Lachal gave some asymptotic properties of the process Xm(·), m ≥ 1. In this paper, we study the bounds of its moduli of continuity and large increments by establishing large deviation results.

Sign in / Sign up

Export Citation Format

Share Document