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Law of the iterated logarithm for Lévy's area process composed with Brownian motion

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  • Neuenschwander, Daniel

Abstract

Let {A(t)}-[infinity]

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  • Neuenschwander, Daniel, 1998. "Law of the iterated logarithm for Lévy's area process composed with Brownian motion," Statistics & Probability Letters, Elsevier, vol. 40(4), pages 371-377, November.
  • Handle: RePEc:eee:stapro:v:40:y:1998:i:4:p:371-377
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    References listed on IDEAS

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    1. Hu, Y. & Shi, Z., 1995. "The Csörgo-Révész modulus of non-differentiability of iterated Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 58(2), pages 267-279, August.
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    Cited by:

    1. Liu, Jin V., 2013. "On Chung’s law of the iterated logarithm for the Brownian time Lévy’s area process," Statistics & Probability Letters, Elsevier, vol. 83(5), pages 1404-1410.

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