"On a class of additive functionals of two-dimensional Brownian motion and random walk"

Endre Csáki, Miklós Csörgö, Antónia Földes and Zhan Shi

Summary: Sample path properties of a class of additive functionals of two-dimensional Brownian motion and random walk are studied.

Keywords: Additive functional, Brownian motion, random walk, strong approximation.

AMS 1991 subject classification: Primary 60J15; Secondary 60F15, 60J55.