Some path properties of iterated Brownian motion

ResearchWorks/Manakin Repository

Search ResearchWorks


Advanced Search

Browse

My Account

Statistics

Related Information

Some path properties of iterated Brownian motion

Show simple item record

dc.contributor.author Burdzy, Krzysztof
dc.date.accessioned 2005-12-09T19:12:10Z
dc.date.available 2005-12-09T19:12:10Z
dc.date.issued 1993
dc.identifier.citation Burdzy, K. (1993). Some path properties of iterated Brownian motion. In Seminars on Stochastic Processes 1992, K.L. Cheng, E. Cinlar, & M.J. Sharpe, eds., 67-87. en
dc.identifier.uri http://hdl.handle.net/1773/2251
dc.description.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. en
dc.description.sponsorship Supported in part by NSF grant DMS 91-00244 and AMS Centennial Research Fellowship. en
dc.format.extent 206111 bytes
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.publisher Birkhauser Boston, Inc. en
dc.subject iterated Brownian motion en
dc.title Some path properties of iterated Brownian motion en
dc.type Book chapter en


Files in this item

Files Size Format View
paper41.pdf 201.2Kb PDF View/Open

This item appears in the following Collection(s)

Show simple item record