Title of article :
Global Strassen-type theorems for iterated Brownian motions
Author/Authors :
Cs?ki، نويسنده , , Endre and Cs?rg?، نويسنده , , Mikl?s and F?ldes، نويسنده , , Ant?nia and Révész، نويسنده , , P?l، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
A class of iterated processes is studied by proving a joint functional limit theorem for a pair of independent Brownian motions. This Strassen method is applied to prove global (t → ∞), as well as local (t → 0), LIL type results for various iterated processes. Similar results are also proved for iterated random walks via invariance.
Keywords :
Strassen method , Iterated Brownian motions , LIL type results
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
