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Volumn 9, Issue 2, 1996, Pages 317-333

The uniform modulus of continuity of iterated Brownian motion

Author keywords

Iterated Brownian motion; The Ray Knight theorem; Uniform modulus of continuity

Indexed keywords


EID: 21344473661     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02214652     Document Type: Article
Times cited : (24)

References (16)
  • 1
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    • Iterated Brownian motion and stable 1/4 subordinator
    • to appear
    • Bertoin, J. (1995). Iterated Brownian motion and stable 1/4 subordinator. Stat. Prob. Lett. (to appear).
    • (1995) Stat. Prob. Lett.
    • Bertoin, J.1
  • 2
    • 0002163527 scopus 로고
    • Some path properties of iterated Brownian motion
    • Chung, K. L., Cinlar, E., and Sharpe, M. J. (eds.), Birkhäuser 1993
    • Burdzy, K. (1993a). Some path properties of iterated Brownian motion. Sem. Stoch. Processes 1992, Chung, K. L., Cinlar, E., and Sharpe, M. J. (eds.), Birkhäuser 1993, pp. 67-87.
    • (1993) Sem. Stoch. Processes 1992 , pp. 67-87
    • Burdzy, K.1
  • 3
    • 0002622087 scopus 로고
    • Variation of iterated Brownian motion
    • Measure-valued Processes, Stochastic Partial Differential Equations and Interacting Particle Systems, Dawson, D. A. (ed.)
    • Burdzy, K. (1993b). Variation of iterated Brownian motion. Measure-valued Processes, Stochastic Partial Differential Equations and Interacting Particle Systems, Dawson, D. A. (ed.), CRM Proc. and Lecture Notes 5, 35-53.
    • (1993) CRM Proc. and Lecture Notes , vol.5 , pp. 35-53
    • Burdzy, K.1
  • 4
    • 84968502795 scopus 로고
    • On the maximum of partial sums of sequences of independent random variables
    • Chung, K. L. (1948). On the maximum of partial sums of sequences of independent random variables. Trans. Amer. Math. Soc. 64, 205-233.
    • (1948) Trans. Amer. Math. Soc. , vol.64 , pp. 205-233
    • Chung, K.L.1
  • 7
    • 0002346840 scopus 로고
    • A functional LIL approach to pointwise Bahadur-Kiefer theorems
    • (R. M. Dudley, M. G. Hahn, and J. Kuelbs, eds), Birkhäuser, Boston
    • Deheuvels, P., and Mason, D. (1992). A functional LIL approach to pointwise Bahadur-Kiefer theorems. In: Probability and Banach Spaces 8 (R. M. Dudley, M. G. Hahn, and J. Kuelbs, eds), pp. 255-266. Birkhäuser, Boston.
    • (1992) Probability and Banach Spaces 8 , pp. 255-266
    • Deheuvels, P.1    Mason, D.2
  • 8
    • 0001601561 scopus 로고
    • Probabilistic construction of the solution of some higher order parabolic differential equations
    • Funaki, T. (1979). Probabilistic construction of the solution of some higher order parabolic differential equations, Proc. Japan Acad. 55, 176-179.
    • (1979) Proc. Japan Acad. , vol.55 , pp. 176-179
    • Funaki, T.1
  • 9
    • 27544472275 scopus 로고
    • The Csorgo-Révész modulus of non-differentiability of iterated Brownian motion
    • to appear
    • Hu, Y., and Shi, Z. (1994). The Csorgo-Révész modulus of non-differentiability of iterated Brownian motion. Stoch. Process. Appl. (to appear).
    • (1994) Stoch. Process. Appl.
    • Hu, Y.1    Shi, Z.2
  • 10
    • 27544506478 scopus 로고
    • Laws of the iterated logarithm for iterated Wiener processes
    • to appear
    • Hu, Y., Pierre-Loti-Viaud, D., and Shi, Z. (1994). Laws of the iterated logarithm for iterated Wiener processes. J. Theor. Prob. (to appear).
    • (1994) J. Theor. Prob.
    • Hu, Y.1    Pierre-Loti-Viaud, D.2    Shi, Z.3
  • 11
    • 0001158834 scopus 로고
    • Exact rates of convergence to Brownian local time
    • Khoshnevisan, D. (1993). Exact rates of convergence to Brownian local time. Ann. Prob. 22(3), 1295-1330.
    • (1993) Ann. Prob. , vol.22 , Issue.3 , pp. 1295-1330
    • Khoshnevisan, D.1
  • 16
    • 27544446050 scopus 로고
    • Lower limits of iterated Wiener process
    • to appear
    • Shi, Z. (1994). Lower limits of iterated Wiener process. Stat. Prob. Lett. (to appear).
    • (1994) Stat. Prob. Lett.
    • Shi, Z.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.