Lifetime asymptotics of iterated Brownian motion in

$\mathbb{R}^{n}$

E-ISSN： 1262-3318|11|issue|147-160

ISSN： 1292-8100

Source： ESAIM: Probability and Statistics, Vol.11, Iss.issue, 2007-03, pp. : 147-160

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Iterated Brownian Motion in Parabola-Shaped Domains

By Nane Erkan

Potential Analysis, Vol. 24, Iss. 2, 2006-03 ,pp. : 105-123

Springer Publishing Company

Access to resources Recommend Favorite

Optimal Approximation of the Second Iterated Integral of Brownian Motion

By Dickinson Andrew S.

Stochastic Analysis and Applications, Vol. 25, Iss. 5, 2007-09 ,pp. : 1109-1128

Taylor & Francis Ltd

Access to resources Recommend Favorite

Density of paths of iterated Lévy transforms of Brownian motion

By Malric Marc

ESAIM: Probability and Statistics, Vol. 16, Iss. issue, 2012-08 ,pp. : 399-424

Edp Sciences

Access to resources Recommend Favorite

Local Times and Related Properties of Multidimensional Iterated Brownian Motion

By Xiao Y.

Journal of Theoretical Probability, Vol. 11, Iss. 2, 1998-04 ,pp. : 383-408

Springer Publishing Company

Access to resources Recommend Favorite

On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales

Bulletin of the Australian Mathematical Society, Vol. 27, Iss. 3, 1983-06 ,pp. : 443-459

Cambridge University Press

Access to resources Recommend Favorite