Local functional Chung's law of the iterated logarithm for increments of a Brownian motion in Hölder norm

MaRDI QIDQ5209099zbMATH OpenFDO

Authors Wei Na Wang, Yonghong Liu

Publication date 22 January 2020

zbMATH Keywords

Brownian motionincrementsHölder normlocal functional Chung law

Mathematics Subject Classification ID

Brownian motion (60J65) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Recommendations

• Chung's functional law of the iterated logarithm for increments of a Brownian motion with respect to \(\left ({r,p} \right)\)-capacities on an abstract Wiener space
• Loi de type Chung en norme de Hölder pour les accroissements locaux du mouvement brownien. (Chung type law for increments of Brownian motion in Hölder norm)
• Local functional law of the iterated logarithm for increments of two-parameter Brownian motion
• Chung's functional law of the iterated logarithm for increments of a fractional Brownian motion
• scientific article; zbMATH DE number 6746715

Cited in

(14)

• Strassen theorem in Hölder norm for some Brownian functionals
• Small deviations and Chung's law of iterated logarithm for a hypoelliptic Brownian motion on the Heisenberg group
• Local Strassen's law of the iterated logarithm for diffusion processes in Hölder norm
• Computing the distribution of sequential Hölder norms of the Brownian motion
• Small time Chung's law of the iterated logarithm for increments of a Brownian motion
• Chung's law for homogeneous Brownian functionals
• Large deviations and the Strassen theorem in Hölder norm
• Quasi sure Strassen's law of the iterated logarithm for increments of FBM in Hölder norm
• Local functional law of the iterated logarithm for increments of a Brownian sheet
• scientific article; zbMATH DE number 7266903 (Why is no real title available?)
• Chung's functional law of the iterated logarithm for increments of a Brownian motion with respect to \(\left ({r,p} \right)\)-capacities on an abstract Wiener space
• Loi de type Chung en norme de Hölder pour les accroissements locaux du mouvement brownien. (Chung type law for increments of Brownian motion in Hölder norm)
• Local functional law of the iterated logarithm for increments of two-parameter Brownian motion
• Local Strassen's law of the iterated logarithm for increments of a \({l^p}\)-valued Wiener processes in Hölder norm

This page was built for publication: Local functional Chung's law of the iterated logarithm for increments of a Brownian motion in Hölder norm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5209099)