Between Strassen and Chung normalizations for Lévy's area process
N'Zi, Modeste ; Rémillard, Bruno ; Theodorescu, Radu
Bernoulli, Tome 4 (1998) no. 1, p. 115-125 / Harvested from Project Euclid
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Let [math] be Lévy's, let [math] , and let [math] be the stochastic process defined by [math] . Conditions on [math] are given such that the set of all limit points of [math] as [math] is a.s. equal to the set of all continuous functions defined on [math] which vanish at 0.
Publié le : 1998-03-14
Classification:  Brownian motion,  law of the iterated logarithm,  Lévy's area process 
@article{1175865492,
     author = {N'Zi, Modeste and R\'emillard, Bruno and Theodorescu, Radu},
     title = {Between Strassen and Chung normalizations for L\'evy's area process},
     journal = {Bernoulli},
     volume = {4},
     number = {1},
     year = {1998},
     pages = { 115-125},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1175865492}
}

N'Zi, Modeste; Rémillard, Bruno; Theodorescu, Radu. Between Strassen and Chung normalizations for Lévy's area process. Bernoulli, Tome 4 (1998) no. 1, pp.  115-125. http://gdmltest.u-ga.fr/item/1175865492/