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)00237-1zbMATH Open1025.60015OpenAlexW2014205598MaRDI QIDQ1408147FDOQ1408147

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

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Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Large deviations and the Strassen theorem in Hölder norm
• An invariance principle for the law of the iterated logarithm
• Chung's law and the Csáki function
• Functional modulus of continuity for Brownian motion in Hölder norm
• Some exact equivalents for Brownian motion in Hölder norm
• Small ball estimates for Brownian motion and the Brownian sheet
• How small are the increments of a Wiener process?
• On the functional form of L�vy's modulus of continuity for Brownian motion
• Fractales aléatoires de type Chung pour les accroissements du processus de Wiener
• Title not available (Why is that?)

Cited In (3)

• Title not available (Why is that?)
• 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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