Functional iterated logarithm law
Teoriâ slučajnyh processov, Tome 13 (2007) no. 3, pp. 22-28
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The functional iterated logarithm law for a Wiener process in the Bulinskii form for great and small times is proved.
Keywords:
Wiener process, Strassen iterated logarithm law, Bulinskii iterated logarithm law.
@article{THSP_2007_13_3_a2,
author = {Dmitrii S. Budkov and Sergey Ya. Makhno},
title = {Functional iterated logarithm law},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {22--28},
year = {2007},
volume = {13},
number = {3},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2007_13_3_a2/}
}
Dmitrii S. Budkov; Sergey Ya. Makhno. Functional iterated logarithm law. Teoriâ slučajnyh processov, Tome 13 (2007) no. 3, pp. 22-28. http://geodesic.mathdoc.fr/item/THSP_2007_13_3_a2/
[1] A. V. Bulinskii, “Large deviations of di?usion processes with discontinuous drift and their occupation times”, Theory Appl. Probab, 19 (1980), 509–524
[2] J. D. Deuschel, D. W. Stroock, Large Deviations, Academic Press, Boston, 1989
[3] N. Gantert, “An inversion of Strassen’s law of the iterated logarithm for small time”, Annals of Probability, 21:2 (1993), 1045–1049