A note on some laws of the iterated logarithm

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.

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Year of publication:	1975
Authors:	Duncan, T. E.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 5.1975, 4, p. 425-433
Publisher:	Elsevier
Keywords:	Law of the iterated logarithm Brownian motion

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160583