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Precise asymptotics in laws of the iterated logarithm for Wiener local time

✍ Scribed by Ji-Wei Wen; Li-Xin Zhang

Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 252 KB
Volume: 64
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(03)00142-1

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✦ Synopsis

In this paper, we study the asymptotic properties of the upper and lower tail probabilities of the maximum local time L * (t) of Wiener process (Brownian motion), and obtain some precise asymptotics in the law of the iterated logarithm and the Chungs-type laws of the iterated logarithm for the supremum of Wiener local time L(x; t); x ∈ R; t ∈ R + .

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