The uniform modulus of continuity of iterated Brownian motion

被引：26

作者：

Khoshnevisan, D ^{[1
]}

Lewis, TM ^{[1
]}

机构：

[1] FURMAN UNIV, DEPT MATH, GREENVILLE, SC 29613 USA

来源：

JOURNAL OF THEORETICAL PROBABILITY | 1996年 / 9卷 / 02期

关键词：

iterated Brownian motion; uniform modulus of continuity; the Ray-Knight theorem;

D O I：

10.1007/BF02214652

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：

Let X be a Brownian motion defined on the line (with X(0) = 0) and let Y be an independent Brownian motion defined on the nonnegative real numbers. For all t greater than or equal to 0, we define the iterated Brownian motion (IBM), Z, by setting Z(t) corresponds to X(Y-t). In this paper we determine the exact uniform modulus of continuity of the process Z.

引用

页码：317 / 333

页数：17

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