Two different kinds of liminfs on the LIL for two-parameter Wiener processes

Li-Xin Zhang

Stochastic Processes and their Applications, 1996, vol. 63, issue 2, 175-188

Abstract: Some probability inequalities are obtained, and some liminf results are established for a two-parameter Wiener process by using these inequalities. The results obtained improve those of Lacey (1989) and get the watershed between the Chung type laws of the iterated logarithm and the Lacey type laws of the iterated logarithm.

Keywords: 60G15; 60F15 (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (2)

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