AbstractLet W(t) be a standard Wiener process and let βt−1 = (2a t(log(t/at)+log log t)) 1/2 where a t is a nondecreasing function of t with 0 < a t ⩽ t and t−1a t nonincreasing. Let (t k) be some increasing sequence diverging to ∞. In this paper we study the almost sure behaviour of lim sup k→∞β tk sup 0⩽s⩽a tk | W(t k+s) − W(t k) |
AbstractLet {X(t) : t ∈ R+N} denote the N-parameter Wiener process on R+N = [0, ∞)n. For multiple se...
In this paper we introduce a ten-parameter family of Lévy processes for which we obtain Wiener–Hopf ...
Abstract. Extending earlier work by Rogers, Wiener–Hopf factorisation is studied for a class of func...
Let W(t) be a standard Wiener process and let beta(t)-1 = (2a(t)(log(t/a(t))+log log t))1/2 where a(...
AbstractLet W(t) be a standard Wiener process and let βt−1 = (2a t(log(t/at)+log log t)) 1/2 where a...
aT + α log log T + (1 − α) log log aT]} − 12 where 0 ≤ α ≤ 1 and {W (t), t ≥ 0} be a standard Wiener...
Let {W(t), t [greater-or-equal, slanted] 0} be a standard Wiener process and {tn, n [greater-or-equa...
AbstractLet {X(t), t⩾0} be a centred nonstationary Gaussian process with EX2(t) = C0t2α for some C0 ...
We study average case approximation of Euler and Wiener integrated processes of d variables which a...
Abstract. Let (X(t), t 0) with X(0) = 0 be a stable subordinator with index 0 < α < 1 and le...
Abstract{W(x, y), x≥0, y≥0} be a Wiener process and let η(u, (x, y)) be its local time. The continui...
AbstractLet {W(t), t ⩾ 0} be a standard Wiener process and {tn, n ⩾ 1} be an increasing sequence of ...
The functional iterated logarithm law for a Wiener process in the Bulinskii form for great and small...
AbstractLet (Xt : t ≥ 0) be a stochastically continuous, real valued stochastic process with indepen...
AbstractLet {αn(t),0⩽t⩽1} and {βn(t),0⩽t⩽1} be the empirical and quantile processes generated by the...
AbstractLet {X(t) : t ∈ R+N} denote the N-parameter Wiener process on R+N = [0, ∞)n. For multiple se...
In this paper we introduce a ten-parameter family of Lévy processes for which we obtain Wiener–Hopf ...
Abstract. Extending earlier work by Rogers, Wiener–Hopf factorisation is studied for a class of func...
Let W(t) be a standard Wiener process and let beta(t)-1 = (2a(t)(log(t/a(t))+log log t))1/2 where a(...
AbstractLet W(t) be a standard Wiener process and let βt−1 = (2a t(log(t/at)+log log t)) 1/2 where a...
aT + α log log T + (1 − α) log log aT]} − 12 where 0 ≤ α ≤ 1 and {W (t), t ≥ 0} be a standard Wiener...
Let {W(t), t [greater-or-equal, slanted] 0} be a standard Wiener process and {tn, n [greater-or-equa...
AbstractLet {X(t), t⩾0} be a centred nonstationary Gaussian process with EX2(t) = C0t2α for some C0 ...
We study average case approximation of Euler and Wiener integrated processes of d variables which a...
Abstract. Let (X(t), t 0) with X(0) = 0 be a stable subordinator with index 0 < α < 1 and le...
Abstract{W(x, y), x≥0, y≥0} be a Wiener process and let η(u, (x, y)) be its local time. The continui...
AbstractLet {W(t), t ⩾ 0} be a standard Wiener process and {tn, n ⩾ 1} be an increasing sequence of ...
The functional iterated logarithm law for a Wiener process in the Bulinskii form for great and small...
AbstractLet (Xt : t ≥ 0) be a stochastically continuous, real valued stochastic process with indepen...
AbstractLet {αn(t),0⩽t⩽1} and {βn(t),0⩽t⩽1} be the empirical and quantile processes generated by the...
AbstractLet {X(t) : t ∈ R+N} denote the N-parameter Wiener process on R+N = [0, ∞)n. For multiple se...
In this paper we introduce a ten-parameter family of Lévy processes for which we obtain Wiener–Hopf ...
Abstract. Extending earlier work by Rogers, Wiener–Hopf factorisation is studied for a class of func...
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