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dc.contributor.authorBurdzy, Krzysztof
dc.date.accessioned2005-12-09T19:12:10Z
dc.date.available2005-12-09T19:12:10Z
dc.date.issued1993
dc.identifier.citationBurdzy, 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.urihttp://hdl.handle.net/1773/2251
dc.description.abstractThe 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.sponsorshipSupported in part by NSF grant DMS 91-00244 and AMS Centennial Research Fellowship.en
dc.format.extent206111 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoen_US
dc.publisherBirkhauser Boston, Inc.en
dc.subjectiterated Brownian motionen
dc.titleSome path properties of iterated Brownian motionen
dc.typeBook chapteren


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