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Key words: Self-similar Markov process, L´evy process, Lamperti representation, last pas- sage time, time reversal, integral test, law of the iterated logarithm.. AMS 2000
In the paper [STW], it was shown that “a Brownian motion reflected on an independent time-reversed Brownian motion is again a Brownian motion” combining the fact that the
Brownian motion, loop-erased random walk, Green’s function esti- mates, excursion Poisson kernel, Fomin’s identity, strong approximation.. Submitted to EJP on March
Keywords Brownian bridge, Brownian excursion, Brownian scaling, local time, Bessel process, zeros of Bessel functions, Riemann zeta function.. AMS subject classification 60J65,
GUE, eigenvalues of random matrices, Hermitian Brownian motion, non-colliding Brownian motions, Weyl chamber, queues in series, Burke’s theorem, reversibility, Pitman’s representa-
We give necessary and sufficient conditions for the law of the iterated logarithm of these processes of the type of conditions used in Ledoux and Talagrand (1991): convergence
Keywords Wiener space, Sobolev space, Stochastic integral, Fractional Brownian Motion, Itˆ o’s formula.. AMS Subject Classification (1991)
Keywords: time-change, inverse subordinator, Gaussian process, Fokker–Planck equation, Kol- mogorov equation, fractional Brownian motion, time-dependent Hurst parameter, Volterra
