Extensions of functional LIL w.r.t. (\(r, p\))-capacities on Wiener space (Q876998)

From MaRDI portal
Revision as of 21:07, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Extensions of functional LIL w.r.t. (\(r, p\))-capacities on Wiener space
scientific article

    Statements

    Extensions of functional LIL w.r.t. (\(r, p\))-capacities on Wiener space (English)
    0 references
    0 references
    19 April 2007
    0 references
    Let \(\{w_t,t\geq 0\}\) be a \(d\)-dimensional Brownian motion and \(\xi_t(t)=\xi_t w(s)=w(ts)/\sqrt{2t\text{LL}t}\), \(0\leq s\leq 1\), where LL\(t=\log\log t\). Let \(\gamma:{\mathbb R}_+\to{\mathbb R}\) be such that \(\gamma(t)\to\infty\) as \(t\to\infty\). Under suitable conditions on \(\gamma\), the authors generalize functional law of the iterated logarithm (LIL) of Chung type to capacity \(C_{r,p}\), that the limit set of \(\gamma(t)\xi_t(\cdot)\) as \(t\to\infty\) exists and is determined in a Hölderian topology or uniform topology w.r.t. capacity \(C_{r,p}\),-q.e. on Wiener space. A functional LIL of Strassen type in Hölder norm w.r.t. \(C_{r,p}\) is also derived.
    0 references
    0 references
    \((r
    0 references
    p)\)-Capacities on Wiener space
    0 references
    functional law of the iterated logarithm
    0 references

    Identifiers