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The Strassen law of the iterated logarithm in Banach function spaces

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  • Norvaisa, R.

Abstract

We consider, as a sample path space, a Banach function space of measurable functions defined by a function norm · . We prove that Brownian motion satisfies Strassen's law of the iterated logarithm with respect to the associate order continuous function norm · whenever the is finite almost surely.

Suggested Citation

  • Norvaisa, R., 1995. "The Strassen law of the iterated logarithm in Banach function spaces," Statistics & Probability Letters, Elsevier, vol. 25(1), pages 1-8, October.
    • Handle: RePEc:eee:stapro:v:25:y:1995:i:1:p:1-8
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    References listed on IDEAS

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    1. Baldi, P. & Ben Arous, G. & Kerkyacharian, G., 1992. "Large deviations and the Strassen theorem in Hölder norm," Stochastic Processes and their Applications, Elsevier, vol. 42(1), pages 171-180, August.
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