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The occupation time related to the so–called iterated law of the iterated logarithm

 

作者: Youssef Randjiou,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 2000）
卷期: Volume 18, issue 6  

页码: 1019-1029

 

ISSN:0736-2994

 

年代: 2000

 

DOI:10.1080/07362990008809709

 

出版商: Marcel Dekker, Inc.

 

关键词: Brownian Motion;Law of the Iterated Logarithm

 

数据来源: Taylor

 

摘要:

Let {Wtt⩾ 0} be a one-dimensional Brownian motion starting from. Strassen's functional iterated logarithm law implies that almost surely limThis paper gives a functiong(t) such that limsupis almost surely a finite positive constant, which improves a previous result of Chan [2]. The lower limits ofX(t) are also studied

 

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