On an extension of Lévy's stochastic area process to higher dimensions

Modeste N'Zi and Radu Theodorescu

Stochastic Processes and their Applications, 1993, vol. 44, issue 2, 243-264

Abstract: For n [greater-or-equal, slanted] 2 an (n - 1)-parameter real process Vn, called stochastic volume, is defined. This process is an extension to higher dimensions of Lévy's stochastic area which is obtained from Vn by setting n = 2. For V3, a Strassen-type functional law of the iterated logarithm is proved by making use of large deviations techniques.

Date: 1993
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