Law of the iterated logarithm for Lévy's area process composed with Brownian motion

DOI10.1016/S0167-7152(98)00139-4zbMath0933.60016MaRDI QIDQ1305225

Daniel Neuenschwander

Publication date: 27 March 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Lévy area processlaw of the iterated logarithm

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items

On Chung's law of the iterated logarithm for the Brownian time Lévy's area process

Cites Work

• The uniform modulus of continuity of iterated Brownian motion
• The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion
• Probabilities on the Heisenberg group: limit theorems and Brownian motion
• The "local" law of the iterated logarithm for processes related to Lévy's stochastic area process
• Unnamed Item
• Unnamed Item