Time Difference on the Brownian Curve

Z. Shi ()

Journal of Theoretical Probability, 1997, vol. 10, issue 3, 625-642

Abstract: Abstract Let X t and Y t be respectively the locations of the maximum and minimum, over [0, t], of a real-valued Wiener process. We establish “limsup” and “liminf” iterated logarithm laws for $$\left| {X_t - Y_t } \right|$$ , the time difference between the maximum and the minimum, as well as for max(X t, Y t) and min(X t, Y t).

Keywords: Law of the iterated logarithm; Wiener process (Brownian motion) (search for similar items in EconPapers)
Date: 1997
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1023/A:1022697510267 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:10:y:1997:i:3:d:10.1023_a:1022697510267

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1023/A:1022697510267

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().