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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