2014Theory of Probability and Mathematical StatisticsOpen access

Functional law of the iterated logarithm type for a skew Brownian motion

Ivan H. Krykun

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Abstract

The functional law of the iterated logarithm is proved for a skew Brownian motion.

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The functional law of the iterated logarithm is proved for a skew Brownian motion.

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Available abstract

The functional law of the iterated logarithm is proved for a skew Brownian motion.

Key concepts: Law of the iterated logarithm, Iterated logarithm, Mathematics, Skew, Logarithm, Geometric Brownian motion, Brownian motion, Iterated function

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