Found 10 Documents (Results 1–10)
Aspects of Brownian motion. (English) Zbl 1162.60022
Universitext. Berlin: Springer (ISBN 978-3-540-22347-4/pbk; 978-3-540-49966-4/ebook). xiii, 195 p. (2008).
Reviewer: Ilya Pavlyukevich (Berlin)
A functional LIL for stochastic integrals and the Lévy area process. (English) Zbl 1075.60022
Reviewer: Barbara Gentz (Berlin)
Large deviations for diffusions on the Besov-Orlicz spaces and application. (Grandes deviations des diffusions sur les espaces de Besov-Orlicz et application.) (French) Zbl 0926.60029
Reviewer: Mihai Gradinaru (Nancy)
Between Strassen and Chung normalizations for Lévy’s area process. (English) Zbl 0897.60037
Reviewer: L.Paditz (Dresden)
Some applications of Lévy’s area formula to pseudo-Brownian and pseudo-Bessel bridges. (English) Zbl 0911.60072
Yor, Marc (ed.), Exponential functionals and principal values related to Brownian motion. A collection of research papers. Madrid: Univ. Autónoma de Madrid, Departamento de Matemáticas. Biblioteca de la Revista Matemática Iberoamericana. 181-209 (1997).
Reviewer: N.M.Zinchenko (Kyïv)
A note on the functional law of the iterated logarithm for Lévy’s area process. (English) Zbl 0880.60019
Reviewer: D.Szynal (Lublin)
The distribution of estimates of parameters of multidimensional stationary AR processes. (English) Zbl 0791.62085
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