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

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.

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Year of publication:	1993
Authors:	N'Zi, Modeste ; Theodorescu, Radu
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 44.1993, 2, p. 243-264
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10008874918