Functional law of the iterated logarithm type for a skew Brownian motion
Ivan H. Krykun
Abstract
Open-access reader
Ivan H. Krykun
Abstract
Open-access reader
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.
Key concepts: Law of the iterated logarithm, Iterated logarithm, Mathematics, Skew, Logarithm, Geometric Brownian motion, Brownian motion, Iterated function