scientific article; zbMATH DE number 5159152

MaRDI QIDQ3441237zbMATHFDO

Authors A. Castellucci, Rita Giuliano Antonini

Publication date 29 May 2007

Full work available at URL http://www.ams.org/tpms/2006-73-00/S0094-9000-07-00680-1/home.html

zbMATH Keywords

Brownian motioniterated logarithm lawcontinuous time martingaledouble stochastic integralgeneralized sub-Gaussian processLévy area process

Mathematics Subject Classification ID

Strong limit theorems (60F15) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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(4)

• Convergence of series of dependent \(\varphi \)-sub-Gaussian random variables
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• A note on the asymptotic behavior of sequences of generalized subgaussian random vectors
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