Title: Functional Law of the Iterated Logarithm for the m'th Integrated Brownian Motion
Abstract: Let (B(t))t≥0 be a standard Brownian motion with B(0) = 0. For a positive integer m, define a Gaussion process We prove Strassen's functional law of the iterated logarithm for this process.
Publication Year: 2001
Publication Date: 2001-01-01
Language: en
Type: article
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