On the logarithmic average of iterated processes

We prove almost sure convergence for the logarithmic average of f(W(X(t))/[psi](t)), where f is a suitable function, [psi](t) is a norming factor, W is a Wiener process and X is a suitable process, independent of W. Particular attention is paid for the case when X is the local time of a Wiener process or a reflected Wiener process.

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Year of publication:	1997
Authors:	Csáki, Endre ; Földes, Antónia
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 33.1997, 4, p. 347-358
Publisher:	Elsevier
Subject:	Iterated processes Logarithmic averages

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

Persistent link: https://www.econbiz.de/10005223256