A note on some laws of the iterated logarithm

T. E. Duncan

Journal of Multivariate Analysis, 1975, vol. 5, issue 4, 425-433

Abstract: Some function space laws of the iterated logarithm for Brownian motion with values in finite and infinite dimensional vector spaces are shown to follow from Hincin's classical law of the iterated logarithm and some martingale techniques. A law of the iterated logarithm for Brownian motion in a differentible manifold is also stated.

Keywords: Law; of; the; iterated; logarithm; Brownian; motion (search for similar items in EconPapers)
Date: 1975
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