Geodesic
A note on the functional law of the iterated logarithm for Lévy's area process
Applicationes Mathematicae, Tome 24 (1997) no. 2, pp. 223-229.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

By using large deviation techniques, we prove a Strassen type law of the iterated logarithm, in Hölder norm, for Lévy's area process.
DOI : 10.4064/am-24-2-223-229
Keywords: law of the iterated logarithm, Lévy's area process, Brownian motion, maximum likelihood

Modeste N’zi 1 ; M’hamed Eddahbi 1

1 
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Modeste N’zi; M’hamed Eddahbi. A note on the functional law of the iterated logarithm for Lévy's area process. Applicationes Mathematicae, Tome 24 (1997) no. 2, pp. 223-229. doi : 10.4064/am-24-2-223-229. http://geodesic.mathdoc.fr/articles/10.4064/am-24-2-223-229/

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