Law of the iterated logarithm for the quadratic variation of a Wiener process

DOI10.1007/BF01129893MaRDI QIDQ1114997zbMATH OpenFDO

Authors V. A. Egorov

Publication date 1988

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

quadratic variationiterated logarithm

Mathematics Subject Classification ID

Brownian motion (60J65) Strong limit theorems (60F15)

Cites work

• Asymptotic behavior of the quadratic variation for trajectories of processes with independent increments
• Exact asymptotic estimates of Brownian path variation
• How big are the increments of a Wiener process?
• Le Mouvement Brownien Plan

Cited in

(3)

• Laws of the iterated logarithm for iterated Wiener processes
• scientific article; zbMATH DE number 5592157 (Why is no real title available?)
• Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables

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