Lower bounds for the distribution of suprema of Brownian increments and Brownian motion normalized by the corresponding modulus functions

DOI10.1007/s10959-014-0570-zzbMath1335.60152arXiv1408.0706OpenAlexW2115193046MaRDI QIDQ270195

Lisa Marano, Vladimir Dobric

Publication date: 7 April 2016

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.0706

zbMATH Keywords

Brownian motionlaw of the iterated logarithmmoduli of continuityLévy-Ciesielski construction

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Limit theorems in probability theory (60F99)

Cites Work

• The Darling-Erdős theorem for sums of i.i.d. random variables
• An extreme-value analysis of the LIL for Brownian motion
• On the law of the iterated logarithm
• Brownian continuity modulus via series expansions
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