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Berman, Simeon M.

Oscillation of sample functions in diffusion processes. (English) Zbl 0119.14603

Z. Wahrscheinlichkeitstheor. Verw. Geb. 1, 247-250 (1963).
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Cited in 6 Documents

Keywords:

probability theory
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References:

[1] Baxter, G., A strong limit theorem for Gaussian processes, Proc. Amer. math. Soc., 7, 522-525 (1956) · Zbl 0070.36304
[2] Cameron, R. H.; Martin, W. T., The behavior of measure and measurability under change of scale in Wiener space, Bull. Amer. math. Soc., 53, 130-137 (1947) · Zbl 0032.41801
[3] Doob, J. L., Stochastic Processes (1953), New York: John Wiley, New York · Zbl 0053.26802
[4] Feller, W., Zur Theorie der stochastischen Prozesse (Existenz- und EindeutigkeitssÄtze), Math. Ann., 113, 113-160 (1936) · JFM 62.0604.01
[5] Gladyshev, E. G., A new limit theorem for stochastic processes with Gaussian increments, Teor. Verojatn. Primen., 6, 57-66 (1961)
[6] Kozin, F., A limit theorem for processes with stationary independent increments, Proc. Amer. math. Soc., 8, 960-963 (1957) · Zbl 0080.34502
[7] Lévy, P., Le mouvement Brownien plan, Amer. J. Math., 62, 487-550 (1940) · JFM 66.0619.02
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