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Path properties of the primitives of a Brownian motion
Published online by Cambridge University Press: 09 April 2009
Abstract
Let {W(t), t ≥ 0} be a standard Brownian motion. For a positive integer m, define a Gaussian process Watanabe and Lachal gave some asymptotic properties of the process Xm(·), m ≥ 1. In this paper, we study the bounds of its moduli of continuity and large increments by establishing large deviation results.
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- Type
- Research Article
- Information
- Journal of the Australian Mathematical Society , Volume 70 , Issue 1 , February 2001 , pp. 119 - 133
- Copyright
- Copyright © Australian Mathematical Society 2001
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