Law of the iterated logarithm for Lévy's
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Daniel Neuenschwander
📂
Article
📅
1998
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Elsevier Science
🌐
English
⚖ 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 ~"