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

DOI10.1007/BF01129893zbMATH Open0664.60036MaRDI QIDQ1114997FDOQ1114997

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

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

Cited In (3)

• Laws of the iterated logarithm for iterated Wiener processes
• Title not available (Why is that?)
• Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables

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