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

DOI10.1016/j.spl.2013.02.002zbMath1287.60039MaRDI QIDQ385113

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 deviation; Brownian time process; Chung's law of the iterated logarithm (LIL); Lévy's area

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60F15: Strong limit theorems

60J65: Brownian motion

Related Items

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

Cites Work

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