Global Strassen-type theorems for iterated Brownian motions

Endre Csáki, Miklós Csörgo, Antónia Földes and Pál Révész

Stochastic Processes and their Applications, 1995, vol. 59, issue 2, 321-341

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 --> [infinity]), 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: Iterated; Brownian; motions; Strassen; method; LIL; type; results (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (4)

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