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 - 2003

Fingerprint

Logarithm laws
Principal value
Wiener Process
Local Time

Keywords

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

ASJC Scopus subject areas

  • Mathematics(all)

Cite this

A joint functional law for the Wiener process and principal value. / Csáki, E.; Földes, A.; Shi, Z.

In: Studia Scientiarum Mathematicarum Hungarica, Vol. 40, No. 1-2, 2003, p. 213-241.

Research output: Contribution to journalArticle

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