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    Chapter and Conference Paper

    Iterated Brownian Motion and its Intrinsic Skeletal Structure

    This is an overview of some recent results on the stochastic analysis of iterated Brownian motion. In particular, we make explicit an intrinsic skeletal structure for the iterated Brownian motion which can be ...

    Davar Khoshnevisan, Thomas M. Lewis in Seminar on Stochastic Analysis, Random Fie… (1999)