Hirsch's integral test for the iterated brownian motion
Bertoin, Jean ; Shi, Zhan
Séminaire de probabilités de Strasbourg, Tome 30 (1996), p. 361-368 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU)
Publié le : 1996-01-01
@article{SPS_1996__30__361_0,
     author = {Bertoin, Jean and Shi, Zhan},
     title = {Hirsch's integral test for the iterated brownian motion},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {30},
     year = {1996},
     pages = {361-368},
     mrnumber = {1459494},
     zbl = {0865.60066},
     language = {en},
     url = {http://dml.mathdoc.fr/item/SPS_1996__30__361_0}
}

Bertoin, Jean; Shi, Zhan. Hirsch's integral test for the iterated brownian motion. Séminaire de probabilités de Strasbourg, Tome 30 (1996) pp. 361-368. http://gdmltest.u-ga.fr/item/SPS_1996__30__361_0/

Bertoin, J. (1996), Iterated Brownian motion and stable(1/4) subordinator, Statist. Probab. Letters. (to appear). | MR 1399993 | Zbl 0854.60082

Burdzy, K. (1993), Some path properties of iterated Brownian motion, in: E. Çinlar, K.L. Chung and M. Sharpe, eds, Seminar on stochastic processes 1992 (Birkhäuser) pp. 67-87. | MR 1278077 | Zbl 0789.60060

Burdzy, K. and Khoshnevisan, D. (1995), The level sets of iterated Brownian motion, Séminaire de Probabilités XXIX pp. 231-236, Lecture Notes in Math. 1613, Springer. | Numdam | MR 1459464 | Zbl 0853.60061

Csáki, E. (1978), On the lower limits of maxima and minima of Wiener process and partial sums, Z. Wahrscheinlichkeitstheorie verw. Gebiete 43, 205-221. | MR 494527 | Zbl 0372.60113

Csáki, E., Csörgö, M., Földes, A. and Révész, P. (1989), Brownian local time approximated by a Wiener sheet, Ann. Probab. 17, 516-537. | MR 985376 | Zbl 0674.60072

Csáki, E., Csörgö, M., Földes, A. and Révész, P. (1995), Global Strassen-type theorems for iterated Brownian motions, Stochastic Process. Appl.59, 321-341. | MR 1357659 | Zbl 0843.60072

Csáki, E., Földes, A. and Révész, P. (1995), Strassen theorems for a class of iterated processes, preprint. | MR 1373631

Deheuvels, P. and Mason, D.M. (1992), A functional LIL approach to pointwise Bahadur-Kiefer theorems, in: R.M. Dudley, M.G. Hahn and J. Kuelbs, eds, Probability in Banach spaces 8 (Birkhäuser) pp. 255-266. | MR 1227623 | Zbl 0844.60012

Feller, W.E. (1971), An introduction to probability theory and its applications, 2nd edn, vol. 2. Wiley, New York. | Zbl 0219.60003

Funaki, T. (1979), A probabilistic construction of the solution of some higher order parabolic differential equations, Proc. Japan Acad. 55, 176-179. | MR 533542 | Zbl 0433.35039

Hu, Y., Pierre Loti Viaud, D. and Shi, Z. (1995), Laws of the iterated logarithm for iterated Wiener processes, J. Theoretic. Prob. 8, 303-319. | MR 1325853 | Zbl 0816.60027

Hu, Y. and Shi, Z. (1995), The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion, Stochastic Process. Appl. 58, 267-279. | MR 1348378 | Zbl 0833.60033

Khoshnevisan, D. and Lewis, T.M. (1996), The uniform modulus of iterated Brownian motion, J. Theoretic. Prob. (to appear). | MR 1385400

Khoshnevisan, D. and Lewis, T.M. (1996), Chung's law of the iterated logarithm for iterated Brownian motion, Ann. Inst. Henri Poincaré (to appear) | Numdam | MR 1387394 | Zbl 0859.60025

Pitman, J.W. and Yor, M. (1993). Homogeneous functionals of Brownian motion (unpublished manuscript).

Shi, Z. (1995), Lower limits of iterated Wiener processes, Statist. Probab. Letters. 23, 259-270. | MR 1340161 | Zbl 0824.60025

Spitzer, F. (1964). Principles of random walks. Van Nostrand, Princeton. | MR 171290 | Zbl 0119.34304