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and Shi, Z.: An iterated logarithm law for Cauchy’s principal value of Brownian local times. In: Exponential Functionals and Principal Values Related to Brownian
Keywords and phrases: Transition Densities, Brownian Motion, Eigenvalue Expansion, Fine Topology, Regular
Keywords: Brownian motion with trend, boundary crossing probability, large deviations, exact
Key words: Long memory (Long range dependence), Fractional Brownian motion, Fractional Ornstein-Uhlenbeck process, Exponential process, Burkholder-Davis-Gundy inequalities..
Path transformations have proved useful in the study of Brownian motion and related pro- cesses, by providing simple constructions of various conditioned processes such as
Key words: Brownian sheet, sectorial local nondeterminism, image, Salem sets, multiple points, Hausdorff dimension, packing dimension.. AMS 2000 Subject Classification: Primary
Keywords: Volterra Gaussian process; Self-similar process; Ergodic transformation; Fractional Brownian
This process is defined exactly as the one-dimensional Brownian snake, except that the spatial motion is this time a δ-dimensional Bessel process (absorbed or reflected at 0; this
