A note on the functional law of the iterated logarithm for Lévy's area process
N’zi, Modeste ; Eddahbi, M’hamed
Applicationes Mathematicae, Tome 24 (1997), p. 223-229 / Harvested from The Polish Digital Mathematics Library
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By using large deviation techniques, we prove a Strassen type law of the iterated logarithm, in Hölder norm, for Lévy's area process.

Publié le : 1997-01-01
EUDML-ID : urn:eudml:doc:219164 
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N’zi, Modeste; Eddahbi, M’hamed. A note on the functional law of the iterated logarithm for Lévy's area process. Applicationes Mathematicae, Tome 24 (1997) pp. 223-229. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv24i2p223bwm/

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