Small time Chung's law of the iterated logarithm for increments of a Brownian motion

DOI10.3969/J.ISSN.1001-4268.2024.03.003MaRDI QIDQ6615090zbMATH OpenFDO

Authors Yonghong Liu, Gang Zeng, Zhuang Wang

Publication date 8 October 2024

Published in Chinese Journal of Applied Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2024.03.003

zbMATH Keywords

Brownian motionChung's law of the iterated logarithm for small timeincrements

Mathematics Subject Classification ID

Optimal statistical designs (62K05)

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Cites work

• A relation between Chung's and Strassen's laws of the iterated logarithm
• Functional limit theorems for C-R increments of \(k\)-dimensional Brownian motion in Hölder norm
• Functional limit theorems for the increments of \(d\)-dimensional Gaussian processes in a Hölder type norm
• Functional limit theorems for the increments of Gaussian samples
• Local functional limit theorems of increments for Brownian motion
• On the functional form of L�vy's modulus of continuity for Brownian motion
• Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
• The rate of convergence in the functional limit theorem for increments of a Brownian motion

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