Lower limits of iterated Wiener processes (Q1892959)

Let \(W\) and \(\widehat W\) be two independent Wiener processes with \(W(0) = \widehat W(0) = 0\) and let \(X^*_ t = \sup_{0 \leq u \leq t} | W (\widehat W_ u) |\) and \(Y^*_ t=\sup_{0\leq u\leq t}| W(|\widehat W_ u|)|\). Integral tests for \(P(X^*_ t < t^{1/4}/f(t)\), i.o.) = 0 or 1 and \(P(Y^*_ t < t^{1/4}/f(t)\), i.o.) = 0 or 1 are given.