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Some asymptotic results related to the law of iterated logarithm for Brownian motion

✍ Scribed by Terence Chan


Book ID
112713207
Publisher
Springer US
Year
1995
Tongue
English
Weight
910 KB
Volume
8
Category
Article
ISSN
0894-9840

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πŸ“œ SIMILAR VOLUMES


Law of the iterated logarithm for LΓ©vy's
✍ Daniel Neuenschwander πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 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 ~"