On the increments of Weiner process - A look through subsequences

Let W(t) be a standard Wiener process and let where at is a nondecreasing function of t with 0 < at [less-than-or-equals, slant] t and t-1at nonincreasing. Let (tk) be some increasing sequence diverging to [infinity]. In this paper we study the almost sure behaviour of lim supk-->[infinity][beta]tk sup0[less-than-or-equals, slant]s[less-than-or-equals, slant]atk W(tk+s) - W(tk) .

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Year of publication:	1993
Authors:	Vasudeva, R. ; Savitha, S.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 47.1993, 1, p. 153-158
Publisher:	Elsevier
Keywords:	Wiener process Brownian motion law of the iterated logarithm strong approximations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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