Some path properties of iterated Brownian motion
| 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.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.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.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 |