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20052025
most citedThe principle of a single big jump: discrete and continuous time modulated random walks with heavy-tailed increments

11 citations · 46 across the 32 of their papers we have counts for

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Showing 2011Show all

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math.PR2011

Iterating Brownian motions, ad libitum

Nicolas Curien, Takis Konstantopoulos

Let B_1,B_2, ... be independent one-dimensional Brownian motions defined over the whole real line such that B_i(0)=0. We consider the nth iterated Brownian motion W_n(t)= B_n(B_{n-…