Between Strassen and Chung normalizations for Lévy's area process

DOI10.2307/3318534zbMath0897.60037OpenAlexW1565693562MaRDI QIDQ1385009

Modeste N'zi, Bruno Rémillard, Radu Theodorescu

Publication date: 11 October 1998

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1175865492

zbMATH Keywords

Brownian motionlaw of the iterated logarithmLévy's area processStrassen and Chung normalization

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

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