2002•Journal of Wuhan Polylechnic UniversityRequires access

STRASSEN'S LOCAL LAW OF THE ITERATED LOGARITHM FOR BROWNIAN MOTION IN THE CAPACITY SENSE

Yonghong Liu

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Abstract

In this paper , we prove the functional law of the iterated logarithm for Brownian motion from the large deviation in the sense of (r,p)-capacity for Brownian motion .

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What this paper is about

In this paper , we prove the functional law of the iterated logarithm for Brownian motion from the large deviation in the sense of (r,p)-capacity for Brownian motion .

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Available abstract

In this paper , we prove the functional law of the iterated logarithm for Brownian motion from the large deviation in the sense of (r,p)-capacity for Brownian motion .

Key concepts: Strassen algorithm, Law of the iterated logarithm, Iterated logarithm, Logarithm, Mathematics, Brownian motion, Geometric Brownian motion, Sense (electronics)

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