Local functional law of the iterated logarithm for increments of a Brownian sheet

DOI10.12386/A20190074MaRDI QIDQ6200366zbMATH OpenFDO

Authors Yonghong Liu, Qingqing Zhang

Publication date 22 March 2024

zbMATH Keywords

Brownian sheetincrementslocal functional law of the iterated logarithm

Mathematics Subject Classification ID

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

Recommendations

• Strassen's law of the iterated logarithm for increments of a Brownian sheet
• Local functional law of the iterated logarithm for increments of two-parameter Brownian motion
• Chung's functional law of the iterated logarithm for the Brownian sheet
• Chung's functional law of the iterated logarithm for increments of a fractional Brownian motion
• Local functional Chung's law of the iterated logarithm for increments of a Brownian motion in Hölder norm

Cites work

• On Strassen-type results for the increments of two-parameter Wiener processes
• Quasi sure functional modulus of continuity for a two-parameter Wiener process in Hölder norm
• Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm
• Small ball estimates for Brownian motion and the Brownian sheet

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