Some path properties of iterated Brownian motion

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Some path properties of iterated Brownian motion

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Title: Some path properties of iterated Brownian motion
Author: Burdzy, Krzysztof
Abstract: The present paper is devoted to studying path properties of iterated Brownian motion (IBM). We want to examine how the lack of independence of increments influences the results and estimates which are well understood in the Brownian case. This may be viewed as a prelude to a deeper study of the process.
URI: http://hdl.handle.net/1773/2251

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