Title of article
Global Strassen-type theorems for iterated Brownian motions
Author/Authors
Cs?ki، نويسنده , , Endre and Cs?rg?، نويسنده , , Mikl?s and F?ldes، نويسنده , , Ant?nia and Révész، نويسنده , , P?l، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
21
From page
321
To page
341
Abstract
A class of iterated processes is studied by proving a joint functional limit theorem for a pair of independent Brownian motions. This Strassen method is applied to prove global (t → ∞), as well as local (t → 0), LIL type results for various iterated processes. Similar results are also proved for iterated random walks via invariance.
Keywords
Strassen method , Iterated Brownian motions , LIL type results
Journal title
Stochastic Processes and their Applications
Serial Year
1995
Journal title
Stochastic Processes and their Applications
Record number
1575783
Link To Document