Hirsch’s integral test for the iterated Brownian motion

  • Jean Bertoin
  • Zhan Shi
Part of the Lecture Notes in Mathematics book series (LNM, volume 1626)


We present an analogue of Hirsch’s integral test to decide whether a function belongs to the lower class of the supremum process of an iterated Brownian motion.


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Copyright information

© Springer-Verlag 1996

Authors and Affiliations

  • Jean Bertoin
    • 1
  • Zhan Shi
    • 2
  1. 1.Laboratoire de ProbabilitésUniversité Pierre et Marie CurieParis Cedex 05France
  2. 2.LSTAUniversité Pierre et Marie CurieParis Cedex 05France

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