Dmitrii S. Budkov, Sergey Ya. Makhno, “Functional iterated logarithm law for a wiener process”, Theory Stoch. Process., 2007, том 13(29), выпуск 3,страницы 22

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

Аннотация: The functional iterated logarithm law for a Wiener process in the Bulinskii form for great and small times is proved.

Ключевые слова: Wiener process, Strassen iterated logarithm law, Bulinskii iterated logarithm law.

MSC: 60H10, 60H20

Язык публикации: английский