On delayed averages of Brownian motion in Banach spaces

Let {W(t): t >= 0} be [mu]-Brownian motion in a real separable Banach space B, and let aT be a nondecreasing function of T for which (i) 0 < aT <= T (T >= 0), (ii) aT/T is nonincreasing. We establish a Strassen limit theorem for the net {[xi]T: T >= 3}, where

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Year of publication:	1979
Authors:	Chang, Mou-Hsiung
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 9.1979, 3, p. 434-441
Publisher:	Elsevier
Keywords:	Gaussian measures abstract Wiener space Brownian motion in Banach spaces Strassen law of the iterated logarithm

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

Persistent link: https://www.econbiz.de/10005152869