Law of the iterated logarithm for the quadratic variation of a Wiener process

DOI10.1007/BF01129893zbMath0664.60036MaRDI QIDQ1114997

V. A. Egorov

Publication date: 1988

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

quadratic variationiterated logarithm

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65)

Cites Work

• Asymptotic behavior of the quadratic variation for trajectories of processes with independent increments
• How big are the increments of a Wiener process?
• Exact asymptotic estimates of Brownian path variation
• Le Mouvement Brownien Plan

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