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2000•Stochastic Analysis and ApplicationsRequires access

The occupation time related to the so–called iterated law of the iterated logarithm

Youssef Randjiou

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Abstract

Let {Wtt ⩾ 0} be a one-dimensional Brownian motion starting from . Strassen's functional iterated logarithm law implies that almost surely lim This paper gives a function g(t) such that limsup is almost surely a finite positive constant, which improves a previous result of Chan [2]. The lower limits of X(t) are also studied

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What this paper is about

Let {Wtt ⩾ 0} be a one-dimensional Brownian motion starting from . Strassen's functional iterated logarithm law implies that almost surely lim This paper gives a function g(t) such that limsup is almost surely a finite positive constant, which improves a previous result of Chan [2]. The lower limits of X(t) are also studied

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Available abstract

Let {Wtt ⩾ 0} be a one-dimensional Brownian motion starting from . Strassen's functional iterated logarithm law implies that almost surely lim This paper gives a function g(t) such that limsup is almost surely a finite positive constant, which improves a previous result of Chan [2]. The lower limits of X(t) are also studied

Key concepts: Law of the iterated logarithm, Iterated logarithm, Strassen algorithm, Mathematics, Logarithm, Iterated function, Brownian motion, Constant (computer programming)

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