Loi de type Chung en norme de Hölder pour les accroissements locaux du mouvement brownien. (Chung type law for increments of Brownian motion in Hölder norm)

DOI10.1016/S1631-073X(03)00237-1MaRDI QIDQ1408147zbMATH OpenOpenAlexFDO

Authors Alain Lucas, Emmanuel Thilly

Publication date 15 September 2003

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s1631-073x(03)00237-1

Mathematics Subject Classification ID

Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Sample path properties (60G17)

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• Local functional Chung's law of the iterated logarithm for increments of a Brownian motion in Hölder norm
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Cites work

• scientific article; zbMATH DE number 1959480 (Why is no real title available?)
• scientific article; zbMATH DE number 3052578 (Why is no real title available?)
• An invariance principle for the law of the iterated logarithm
• Chung's law and the Csáki function
• Fractales aléatoires de type Chung pour les accroissements du processus de Wiener
• Functional modulus of continuity for Brownian motion in Hölder norm
• How small are the increments of a Wiener process?
• Large deviations and the Strassen theorem in Hölder norm
• On the functional form of L�vy's modulus of continuity for Brownian motion
• Small ball estimates for Brownian motion and the Brownian sheet
• Some exact equivalents for Brownian motion in Hölder norm

Cited in

(3)

• scientific article; zbMATH DE number 64896 (Why is no real title available?)
• Local functional Chung's law of the iterated logarithm for increments of a Brownian motion in Hölder norm
• The rate of convergence for increments of a Brownian motion in Hölder norm

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