LAW OF THE ITERATED LOGARITHM AND LOCAL VARIATIONS AT ZERO OF THE STICKY BROWNIAN-MOTION

被引：0

作者：

AMIR, M ^{[1
]}

KNIGHT, FB ^{[1
]}

机构：

[1] UNIV ILLINOIS,URBANA,IL 61801

来源：

STATISTICS & PROBABILITY LETTERS | 1995年 / 23卷 / 03期

关键词：

STICKY BROWNIAN MOTION; LAW OF THE ITERATED LOGARITHM; LOCAL VARIATIONS AT ZERO; BROWNIAN LOCAL TIME;

D O I：

10.1016/0167-7152(94)00127-T

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We obtain for the sticky Brownian motion local properties analogous to the law of the iterated logarithm for the standard Brownian motion.

引用

页码：289 / 295

页数：7

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