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Volumn 82, Issue 2, 1999, Pages 283-292

An embedding for the Kesten-Spitzer random walk in random scenery

Author keywords

60J15; 60J55; 60J65; Brownian motion in Brownian scenery; Local time; Random walk in random scenery; Strong approximation

Indexed keywords


EID: 0009850040     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00036-8     Document Type: Article
Times cited : (26)

References (17)
  • 1
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    • Breiman, L., 1968. Probability. Addison-Wesley, Reading, MA.
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    • Breiman, L.1
  • 4
    • 0001256502 scopus 로고
    • On the coverage of Strassen-type sets by sequences of Wiener processes
    • Deheuvels P., Révész P. On the coverage of Strassen-type sets by sequences of Wiener processes. J. Theoret. Probab. 6:1993;427-449.
    • (1993) J. Theoret. Probab. , vol.6 , pp. 427-449
    • Deheuvels, P.1    Révész, P.2
  • 6
    • 0009291880 scopus 로고
    • Applications du grossissement de filtrations à l'étude des temps locaux du mouvement brownien
    • In: Jeulin, T., Yor, M. (Eds.), Lecture Notes in Mathematics, Springer, Berlin
    • Jeulin, T., 1985. Applications du grossissement de filtrations à l'étude des temps locaux du mouvement brownien. In: Jeulin, T., Yor, M. (Eds.), Grossissements de Filtrations: Exemples et Applications, Lecture Notes in Mathematics, vol. 1118, Springer, Berlin, pp. 197-304.
    • (1985) Grossissements de Filtrations: Exemples et Applications , vol.1118 , pp. 197-304
    • Jeulin, T.1
  • 7
    • 0012027321 scopus 로고
    • Tauberian theorems of exponential type
    • Kasahara Y. Tauberian theorems of exponential type. J. Math. Kyoto Univ. 18:1978;209-219.
    • (1978) J. Math. Kyoto Univ. , vol.18 , pp. 209-219
    • Kasahara, Y.1
  • 8
    • 0002456153 scopus 로고
    • A limit theorem related to a new class of self similar processes
    • Kesten H., Spitzer F. A limit theorem related to a new class of self similar processes. Z. Wahrsch. Verw. Gebiete. 50:1979;5-25.
    • (1979) Z. Wahrsch. Verw. Gebiete , vol.50 , pp. 5-25
    • Kesten, H.1    Spitzer, F.2
  • 9
    • 0009878522 scopus 로고    scopus 로고
    • A law of the iterated logarithm for stable processes in random scenery
    • Khoshnevisan D., Lewis T.M. A law of the iterated logarithm for stable processes in random scenery. Stochast. Process. Appl. 74:1998;89-121.
    • (1998) Stochast. Process. Appl. , vol.74 , pp. 89-121
    • Khoshnevisan, D.1    Lewis, T.M.2
  • 11
    • 0042010728 scopus 로고
    • The free energy of the Dirac polaron, an explicit solution
    • Mansmann U. The free energy of the Dirac polaron, an explicit solution. Stochast. Stochast. Rep. 34:1991;93-125.
    • (1991) Stochast. Stochast. Rep. , vol.34 , pp. 93-125
    • Mansmann, U.1
  • 13
    • 0039930370 scopus 로고
    • Local time and invariance
    • In: Dugué et al. (Eds.), Lecture Notes in Mathematics, Springer, Berlin
    • Révész, P., 1981. Local time and invariance. In: Dugué et al. (Eds.), Analytical Methods in Probability Theory, Lecture Notes in Mathematics, vol. 861, Springer, Berlin, pp. 128-145.
    • (1981) Analytical Methods in Probability Theory , vol.861 , pp. 128-145
    • Révész, P.1
  • 16
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    • A property of Brownian motion paths
    • Trotter H.F. A property of Brownian motion paths. Illinois J. Math. 2:1958;425-433.
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    • Trotter, H.F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.