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JOURNALS // Theory of Stochastic Processes // Archive
Theory Stoch. Process., 2007 Volume 13(29), Issue 3, Pages 22–28 (Mi thsp225)
Functional iterated logarithm law for a wiener process

Dmitrii S. Budkov, Sergey Ya. Makhno

Institute of Applied Mathematics and Mechanics, Academy of Sciences of UkSSR, R.Luxemburgh Street, 74, Donetsk, 83114

Abstract: 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.

MSC: 60H10, 60H20

Language: English



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