scholarly journals Hirsch’s integral test for the iterated Brownian motion

1996 ◽  
pp. 361-368 ◽  
Author(s):  
Jean Bertoin ◽  
Zhan Shi
Keyword(s):  
Brownian Motion ◽  
Integral Test ◽  
Iterated Brownian Motion

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

The sub-bifractional Brownian motion

2013 ◽  
Vol 50 (1) ◽  
pp. 67-121 ◽  
Author(s):  
Charles El-Nouty ◽  
Jean-Lin Journé
Keyword(s):  
Brownian Motion ◽  
Integral Test ◽  
Bifractional Brownian Motion

The sub-bifractional Brownian motion, which is a quasi-helix in the sense of Kahane, is presented. The upper classes of some of its increments are characterized by an integral test.

scholarly journals Uniform Oscillations of the Local Time of Iterated Brownian Motion

Bernoulli ◽  
1999 ◽  
Vol 5 (1) ◽  
pp. 49 ◽  
Author(s):  
Nathalie Eisenbaum ◽  
Zhan Shi
Keyword(s):  
Brownian Motion ◽  
Local Time ◽  
Iterated Brownian Motion

Upper classes of the bifractional Brownian motion

2011 ◽  
Vol 48 (3) ◽  
pp. 371-407 ◽  
Author(s):  
Charles El-Nouty ◽  
Jean-Lin Journé
Keyword(s):  
Brownian Motion ◽  
Integral Test ◽  
Bifractional Brownian Motion

Let {BH,K(t); t ≧ 0} be a bifractional Brownian motion with indices 0 < H < 1 and 0 < K ≦ 1. We characterize the upper classes of some increments of BH,K by an integral test.

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