Title: The occupation time related to the so–called iterated law of the iterated logarithm
Abstract: Let {Wtt ⩾ 0} be a one-dimensional Brownian motion starting from . Strassen's functional iterated logarithm law implies that almost surely lim This paper gives a function g(t) such that limsup is almost surely a finite positive constant, which improves a previous result of Chan [2]. The lower limits of X(t) are also studied
Publication Year: 2000
Publication Date: 2000-01-01
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
AI Researcher Chatbot
Get quick answers to your questions about the article from our AI researcher chatbot