Law of the iterated logarithm for the quadratic variation of a Wiener process
type: Item
instance of: scholarly article
title: Law of the iterated logarithm for the quadratic variation of a Wiener process
zbMATH Open document ID: 0664.60036
DOI: 10.1007/BF01129893
author: V. A. Egorov
published in: Journal of Soviet Mathematics
publication date: 1988-01-01T00:00:00Z
review text: See the review in Zbl 0633.60044.
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 4086652
zbMATH Keywords: iterated logarithm
zbMATH Keywords: quadratic variation
MaRDI profile type: Publication
cites work: Le Mouvement Brownien Plan
cites work: Exact asymptotic estimates of Brownian path variation
cites work: Asymptotic behavior of the quadratic variation for trajectories of processes with independent increments
cites work: How big are the increments of a Wiener process?
description: scientific article; zbMATH DE number 4086652