A remark on the multiparameter law of the iterated logarithm

Michael T. Lacey

Stochastic Processes and their Applications, 1989, vol. 32, issue 2, 355-367

Abstract: Let B(s, t), s, t > 0, be a Brownian sheet. In contrast to the usual law of the iterated logarithm for B, we prove that There is no analog of this limit for the Brownian motion. Generalizations of this are also discussed.

Keywords: law; of; the; iterated; logarithm; multiparameter; processes; Brownian; sheet; partial; sums; Ornstein-Uhlenbeck; process (search for similar items in EconPapers)
Date: 1989
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(89)90085-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:32:y:1989:i:2:p:355-367

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().