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

DOI10.1016/j.spl.2013.02.002zbMath1287.60039OpenAlexW2095202101MaRDI QIDQ385113

Jin V. Liu

Publication date: 29 November 2013

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

Full work available at URL: https://doi.org/10.1016/j.spl.2013.02.002

zbMATH Keywords

small deviationBrownian time processChung's law of the iterated logarithm (LIL)Lévy's area

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Strong limit theorems (60F15) Brownian motion (60J65)

Related Items (1)

Small deviations and Chung’s law of iterated logarithm for a hypoelliptic Brownian motion on the Heisenberg group

Cites Work

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• Law of the iterated logarithm for Lévy's area process composed with Brownian motion
• A functional LIL for stochastic integrals and the Lévy area process
• Brownian-time processes: The PDE connection and the half-derivative generator
• Laws of the iterated logarithm for iterated Wiener processes
• Lower limits of iterated Wiener processes
• On Chung's law of the iterated logarithm for some stochastic integrals
• Global Strassen-type theorems for iterated Brownian motions
• Chung's law of the iterated logarithm for iterated Brownian motion
• The local time of iterated Brownian motion
• Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$
• On the Maximum Partial Sums of Sequences of Independent Random Variables

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