A generalization of functional law of the iterated logarithm for (r,p)-capacities on the Wiener space
Wensheng Wang
Stochastic Processes and their Applications, 2001, vol. 96, issue 1, 1-16
Abstract:
In this paper, we obtain a sharpening of the functional modulus of continuity and large increments in terms of (r,p)-capacities on the Wiener space.
Keywords: Wiener space (r; p)-capacity Law of the iterated logarithm Increments (search for similar items in EconPapers)
Date: 2001
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