Iterated Brownian motion and stable() subordinator
AbstractWe use a connection between the iterated Brownian motion and the stable subordinator of index to derive information on the path behaviour of the former.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 27 (1996)
Issue (Month): 2 (April)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Nane, Erkan, 2009. "Laws of the iterated logarithm for a class of iterated processes," Statistics & Probability Letters, Elsevier, vol. 79(16), pages 1744-1751, August.
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