A functional LIL for \(m\)-fold integrated Brownian motion

DOI10.1007/s11401-004-0358-zzbMath1104.60311OpenAlexW1998665232MaRDI QIDQ2432010

Rong Mao Zhang, Zheng Yan Lin

Publication date: 24 October 2006

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-004-0358-z

zbMATH Keywords

functional law of the integrated logarithmsmall ball probabilityweighted occupation measure

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Sample path properties (60G17)

Related Items

A class of bridges of iterated integrals of Brownian motion related to various boundary value problems involving the one-dimensional polyharmonic operator, Chung's law for homogeneous Brownian functionals

Cites Work

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