On Chung's law of the iterated logarithm for the Brownian time Lévy's area process

DOI10.1016/J.SPL.2013.02.002MaRDI QIDQ385113zbMATHOpenAlexFDO

Authors Jin V. Liu

Publication date 29 November 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2013.02.002

zbMATH Keywords

small deviationBrownian time processChung's law of the iterated logarithm (LIL)Lévy's area

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 48952 (Why is no real title available?)
• scientific article; zbMATH DE number 679790 (Why is no real title available?)
• A functional LIL for stochastic integrals and the Lévy area process
• Brownian-time processes: The PDE connection and the half-derivative generator
• Chung's law of the iterated logarithm for iterated Brownian motion
• Gaussian processes: Inequalities, small ball probabilities and applications
• Global Strassen-type theorems for iterated Brownian motions
• Law of the iterated logarithm for Lévy's area process composed with Brownian motion
• Laws of the iterated logarithm for iterated Wiener processes
• Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$
• Lower limits of iterated Wiener processes
• On Chung's law of the iterated logarithm for some stochastic integrals
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• The local time of iterated Brownian motion

Cited in

(1)

• Small deviations and Chung's law of iterated logarithm for a hypoelliptic Brownian motion on the Heisenberg group

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