Law of the iterated logarithm and local variations at zero of the sticky Brownian motion
| Year of publication: |
1995
|
|---|---|
| Authors: | Amir, Madjid ; Knight, Frank B. |
| Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 23.1995, 3, p. 289-295
|
| Publisher: |
Elsevier |
| Keywords: | Sticky Brownian motion Law of the iterated logarithm Local variations at zero Brownian local time |