Iterated Brownian motion and stable(1/4) subordinator

被引：16

作者：

Bertoin, J ^{[1
]}

机构：

[1] UNIV PARIS 06, CNRS, PROBABIL LAB, F-75252 PARIS 05, FRANCE

来源：

STATISTICS & PROBABILITY LETTERS | 1996年 / 27卷 / 02期

关键词：

D O I：

10.1016/0167-7152(95)00051-8

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 use a connection between the iterated Brownian motion and the stable subordinator of index 1/4 to derive information on the path behaviour of the former.

引用

页码：111 / 114

页数：4

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