scientific article; zbMATH DE number 4038919

zbMATH Open0637.60043MaRDI QIDQ3777161FDOQ3777161

Authors: Bruno Rémillard, Radu Theodorescu, K. Helmes 

Publication date: 1987

Title of this publication is not available (Why is that?)

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• Strassen's local law of the iterated logarithm for Lévy's area

zbMATH Keywords

Wiener processfunctional law of the iterated logarithmLévy area process

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Diffusion processes and stochastic analysis on manifolds (58J65) Sample path properties (60G17)

Cited In (8)

• Functional law of the iterated logarithm for Kiefer processes.
• Lévy area for Gaussian processes: a double Wiener-Itô integral approach
• The "local" law of the iterated logarithm for processes related to Lévy's stochastic area process
• A functional LIL for stochastic integrals and the Lévy area process
• On Chung's law of the iterated logarithm for the Brownian time Lévy's area process
• Title not available (Why is that?)
• Functional laws of the iterated logarithm for a Lévy area with Poisson martingale measure
• On an extension of Lévy's stochastic area process to higher dimensions

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