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)

Full work available at URL https://doi.org/10.1007/BF01129893

zbMATH Keywords

iterated logarithmquadratic variation

Mathematics Subject Classification ID

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

Review text

See the review in Zbl 0633.60044.

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)

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

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