The law of the iterated logarithm for functionals of the Wiener process

A. Logachov and A. Yambartsev

Statistics & Probability Letters, 2025, vol. 219, issue C

Abstract: In this note, we establish a law of the iterated logarithm for Fréchet differentiable functionals of a general form with respect to the Wiener process for a small time. The proof method shares conceptual similarities with the delta method.

Keywords: Law of iterated logarithm; Wiener process; Delta method (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2024.110341

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