AbstractWe give a method for establishing the GLIL for a stationary stochastic process and demonstrate that, through changes of time, the method also applies to e.g., Brownian motion in Hilbert space and stable processes
AbstractWe study the Strassen’s law of the iterated logarithm for diffusion processes for small valu...
AbstractLet {W(t): t ≥ 0} be μ-Brownian motion in a real separable Banach space B, and let aT be a n...
International audienceIn this paper we consider the persistence properties of random processes in Br...
AbstractWe give a method for establishing the GLIL for a stationary stochastic process and demonstra...
AbstractLet {ω(t)}t⩾0 be a stochastically differentiable stationary process in Rm and let Au⊆Rm sati...
AbstractWe show that under mild conditions the joint densities Px1,…,xn) of the general discrete tim...
AbstractStrassen's version of the law of the iterated logarithm is extended to the two-parameter Gau...
AbstractLet X1,X2,… be i.i.d. random variables with a continuous distribution function. Let R0=0, Rk...
AbstractWe study the growth of ∫tθt |ξ(s)|pds as t ↑ ∞ for Brownian and α-stable motions ξ
In this paper we present a result on convergence of approximate solutions of stochastic differential...
In the recent years, several groups have studied stochastic equations (e.g. SDE's, SPDE's, stochasti...
AbstractLet B(s, t), s, t > 0, be a Brownian sheet. In contrast to the usual law of the iterated log...
AbstractWe study the tail probability of the local time at the origin of Gaussian processes with sta...
AbstractLet L(a, t) be the local time of a Wiener process, and put A(t) = sup|a|⩽g(t)L(a, t)L(0, t)−...
AbstractLet X = (Xt, t ϵ R) be a stationary Gaussian process on (Ω, F, P) with time-shift operators ...
AbstractWe study the Strassen’s law of the iterated logarithm for diffusion processes for small valu...
AbstractLet {W(t): t ≥ 0} be μ-Brownian motion in a real separable Banach space B, and let aT be a n...
International audienceIn this paper we consider the persistence properties of random processes in Br...
AbstractWe give a method for establishing the GLIL for a stationary stochastic process and demonstra...
AbstractLet {ω(t)}t⩾0 be a stochastically differentiable stationary process in Rm and let Au⊆Rm sati...
AbstractWe show that under mild conditions the joint densities Px1,…,xn) of the general discrete tim...
AbstractStrassen's version of the law of the iterated logarithm is extended to the two-parameter Gau...
AbstractLet X1,X2,… be i.i.d. random variables with a continuous distribution function. Let R0=0, Rk...
AbstractWe study the growth of ∫tθt |ξ(s)|pds as t ↑ ∞ for Brownian and α-stable motions ξ
In this paper we present a result on convergence of approximate solutions of stochastic differential...
In the recent years, several groups have studied stochastic equations (e.g. SDE's, SPDE's, stochasti...
AbstractLet B(s, t), s, t > 0, be a Brownian sheet. In contrast to the usual law of the iterated log...
AbstractWe study the tail probability of the local time at the origin of Gaussian processes with sta...
AbstractLet L(a, t) be the local time of a Wiener process, and put A(t) = sup|a|⩽g(t)L(a, t)L(0, t)−...
AbstractLet X = (Xt, t ϵ R) be a stationary Gaussian process on (Ω, F, P) with time-shift operators ...
AbstractWe study the Strassen’s law of the iterated logarithm for diffusion processes for small valu...
AbstractLet {W(t): t ≥ 0} be μ-Brownian motion in a real separable Banach space B, and let aT be a n...
International audienceIn this paper we consider the persistence properties of random processes in Br...
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