A joint functional law for the Wiener process and principal value

E. Csáki, A. Földes, Z. Shi

Research output: Contribution to journalArticle

5 Citations (Scopus)

Abstract

We present a joint functional iterated logarithm law for the Wiener process and the principal value of its local times.

Original languageEnglish
Pages (from-to)213-241
Number of pages29
JournalStudia Scientiarum Mathematicarum Hungarica
Volume40
Issue number1-2
DOIs
Publication statusPublished - Dec 1 2003

    Fingerprint

Keywords

  • Functional law of the iterated logarithm
  • Principal value of the local time
  • Wiener process

ASJC Scopus subject areas

  • Mathematics(all)

Cite this