Strassen theorem in Hölder norm for some Brownian functionals (Q1381934)
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scientific article; zbMATH DE number 1136494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strassen theorem in Hölder norm for some Brownian functionals |
scientific article; zbMATH DE number 1136494 |
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Strassen theorem in Hölder norm for some Brownian functionals (English)
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1 April 1998
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Strassen's law of the iterated logarithm in Hölder norm for two-parameter Brownian functionals is proved by using large deviations techniques. Applications to certain stochastic integrals and to Brownian sheet are given.
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law of the iterated logarithm
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large deviations techniques
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Brownian sheet
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