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An iterated logarithm law for families of Brownian paths

โœ Scribed by Raoul LePage; Bertram M. Schreiber

Publisher
Springer
Year
1985
Tongue
English
Weight
152 KB
Volume
70
Category
Article
ISSN
1432-2064

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Law of the iterated logarithm for Lรฉvy's
Law of the iterated logarithm for Lรฉvy's area process composed with Brownian motion
โœ Daniel Neuenschwander ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 268 KB

Let {A(t)}-o~~o is an independent Brownian motion. Then we prove the following local law of the iterated logarithm for the composed process {A(W(t))}t>.o: (2)3/2/ t~o tl/2(loglog(1/t)) 3/2= "3 ~"