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

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.

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Year of publication:	1996
Authors:	Zhang, Li-Xin
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 63.1996, 2, p. 175-188
Publisher:	Elsevier
Subject:	60G15 60F15

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

Persistent link: https://www.econbiz.de/10008874326