We give a necessary and sufficient condition for the Strassen functional law of the iterated logarithm for the Wiener process to hold when the topology is defined by a general class of norms on $\mathbb{C}(0, 1)$.
Publié le : 1994-10-14
Classification:
Wiener process,
Brownian motion,
laws of the iterated logarithm,
strong laws,
60F10,
60F15,
60F17,
60G15
@article{1176988486,
author = {Deheuvels, Paul and Lifshits, Mikhail A.},
title = {Necessary and Sufficient Conditions for the Strassen Law of the Iterated Logarithm in Nonuniform Topologies},
journal = {Ann. Probab.},
volume = {22},
number = {4},
year = {1994},
pages = { 1838-1856},
language = {en},
url = {http://dml.mathdoc.fr/item/1176988486}
}
Deheuvels, Paul; Lifshits, Mikhail A. Necessary and Sufficient Conditions for the Strassen Law of the Iterated Logarithm in Nonuniform Topologies. Ann. Probab., Tome 22 (1994) no. 4, pp. 1838-1856. http://gdmltest.u-ga.fr/item/1176988486/