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Volumn 70, Issue 1, 2001, Pages 119-133

Path properties of the primitives of a Brownian motion

Author keywords

Brownian motion; Large increments; Moduli of continuity; Primitive

Indexed keywords


EID: 0040970504     PISSN: 14467887     EISSN: None     Source Type: Journal    
DOI: 10.1017/s1446788700002317     Document Type: Article
Times cited : (5)

References (7)
  • 2
    • 0031327393 scopus 로고    scopus 로고
    • Local asymptotic classes for the successive primitives of Brownian motion
    • A. Lachal, 'Local asymptotic classes for the successive primitives of Brownian motion', Ann. Probab. 25 (1997), 1712-1734.
    • (1997) Ann. Probab. , vol.25 , pp. 1712-1734
    • Lachal, A.1
  • 3
    • 0041048787 scopus 로고    scopus 로고
    • Regular points for the successive primitives of Brownian motion
    • _, 'Regular points for the successive primitives of Brownian motion', J. Math. Kyoto Univ. 37 (1997), 99-119.
    • (1997) J. Math. Kyoto Univ. , vol.37 , pp. 99-119
  • 4
    • 0000730931 scopus 로고
    • Radon-Nikodym derivatives of Gaussian measures
    • L. A. Shepp, 'Radon-Nikodym derivatives of Gaussian measures', Ann. Math. Statist. 37 (1966), 321-354.
    • (1966) Ann. Math. Statist. , vol.37 , pp. 321-354
    • Shepp, L.A.1
  • 5
    • 0000450226 scopus 로고
    • Improper priors, spline smoothing and the problem of guarding against model error in regression
    • G. Wahba, 'Improper priors, spline smoothing and the problem of guarding against model error in regression', J. Roy. Statist. Soc. Ser. B 40 (1978), 364-372.
    • (1978) J. Roy. Statist. Soc. Ser. B , vol.40 , pp. 364-372
    • Wahba, G.1
  • 6
    • 0000939344 scopus 로고
    • Bayesian 'confidence intervals' for the cross-validated smoothing spline
    • _, 'Bayesian 'confidence intervals' for the cross-validated smoothing spline', J. Roy. Statist. Soc. Ser. B 45 (1983), 133-150.
    • (1983) J. Roy. Statist. Soc. Ser. B , vol.45 , pp. 133-150
  • 7
    • 84968518767 scopus 로고
    • An asymptotic property of Gaussian processes I
    • H. Watanabe, 'An asymptotic property of Gaussian processes I', Trans. Amer. Math. Soc. 148 (1970), 233-248.
    • (1970) Trans. Amer. Math. Soc. , vol.148 , pp. 233-248
    • Watanabe, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.