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A functional LIL for m-fold integrated Brownian motion
Zhang, Rongmao ; Lin, Zhengyan
2006
关键词m-fold integrated Brownian motion functional law of the integrated logarithm small ball probability weighted occupation measure SUCCESSIVE PRIMITIVES PROBABILITIES
英文摘要Let {X-m(t), t is an element of R+} be an m-Fold integrated Brownian motion. In this paper, with the help of small ball probability estimate, a functional law of the iterated logarithm (LIL) for X-m(t) is established. This extends the classic Chung type liminf result for this process. Furthermore, a result about the weighted occupation measure for X-m(t) is also obtained.; Mathematics; SCI(E); 中国科技核心期刊(ISTIC); 2; ARTICLE; 4; 459-472; 27
语种英语
出处SCI
出版者chinese annals of mathematics series b
内容类型其他
源URL[http://hdl.handle.net/20.500.11897/398573]  
专题数学科学学院
推荐引用方式
GB/T 7714
Zhang, Rongmao,Lin, Zhengyan. A functional LIL for m-fold integrated Brownian motion. 2006-01-01.
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