Zhengyan Lin, Wensheng Wang, Yong-Kab Choi
Abstract
We study Strassen-type laws of iterated logarithm for a fractional Brownian sheet including that for small time, which imply most of the former laws of the iterated logarithm and Strassen's laws for one-parameter and two-parameter Wiener processes.
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We study Strassen-type laws of iterated logarithm for a fractional Brownian sheet including that for small time, which imply most of the former laws of the iterated logarithm and Strassen's laws for one-parameter and two-parameter Wiener processes.
Key concepts: Strassen algorithm, Iterated logarithm, Law of the iterated logarithm, Mathematics, Logarithm, Type (biology), Natural logarithm, Fractional Brownian motion