Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet

DOI10.1081/SAP-120028030MaRDI QIDQ4450722zbMATH OpenOpenAlexFDO

Authors Zhengyan Lin, Yong-Kab Choi, Wensheng Wang

Publication date 15 February 2004

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sap-120028030

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15)

Recommendations

• Strassen's law of the iterated logarithm for increments of a Brownian sheet
• Strassen's functional LIL for \(n\)-times iterated fractional Brownian motion
• Chung's functional law of the iterated logarithm for the Brownian sheet
• Strassen's local law of the iterated logarithm for Lévy's area
• A remark on the multiparameter law of the iterated logarithm

Cites work

• Estimates for the small ball probabilities of the fractional Brownian sheet
• On Strassen's version of the law of the iterated logarithm for Gaussian processes
• On a functional limit result for increments of a fractional Brownian motion
• Small values of Gaussian processes and functional laws of the iterated logarithm
• Some liminf results on increments of fractional Brownian motion

Cited in

(7)

• A Hanson-Russo-type law of the iterated logarithm for fractional Brownian motion
• Differentiation formula in Stratonovich version for fractional Brownian sheet
• Stratonovich Calculus with Respect to Fractional Brownian Sheet
• Strassen's law of the iterated logarithm for increments of a Brownian sheet
• Chung's functional law of the iterated logarithm for the Brownian sheet
• Strassen's law of the iterated logarithm for stochastic Volterra equations and applications
• Strassen's functional LIL for \(n\)-times iterated fractional Brownian motion

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