THE LOCAL FUNCTIONAL LAW OF ITERATED LOGARITHM FOR LEVY'S AREA WITH TWO-PARAMETER IN HOIDER NORM
Liu Young-hong
Abstract
Liu Young-hong
Abstract
In this paper , we shows that the functional law of the iterated logarithm for Levy's area with two parameter in Holder norm by large deviations.This result offers help for studying the functional law of the iterated logarithm for diffusion processes with two-parameter in Holder norm , The result of Brown sheet is generalized.
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In this paper , we shows that the functional law of the iterated logarithm for Levy's area with two parameter in Holder norm by large deviations.This result offers help for studying the functional law of the iterated logarithm for diffusion processes with two-parameter in Holder norm , The result of Brown sheet is generalized.
Key concepts: Law of the iterated logarithm, Iterated logarithm, Logarithm, Natural logarithm, Norm (philosophy), Mathematics, Iterated function, Applied mathematics