刘永宏, 曾港, 王壮. Brown运动增量的小时间Chung重对数律[J]. 应用概率统计, 2024, 40(3): 398-408. DOI: 10.3969/j.issn.1001-4268.2024.03.003
引用本文: 刘永宏, 曾港, 王壮. Brown运动增量的小时间Chung重对数律[J]. 应用概率统计, 2024, 40(3): 398-408. DOI: 10.3969/j.issn.1001-4268.2024.03.003
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LIU Y H, ZENG G, WANG Z. Small time Chung’s law of the iterated logarithm for increments of a Brownian motion [J]. Chinese J Appl Probab Statist, 2024, 40(3): 398−408. DOI: 10.3969/j.issn.1001-4268.2024.03.003
Citation: LIU Y H, ZENG G, WANG Z. Small time Chung’s law of the iterated logarithm for increments of a Brownian motion [J]. Chinese J Appl Probab Statist, 2024, 40(3): 398−408. DOI: 10.3969/j.issn.1001-4268.2024.03.003
shu

Brown运动增量的小时间Chung重对数律

Small Time Chung's Law of the Iterated Logarithm for Increments of a Brownian Motion

    摘要
  • 摘要: 在本文中, 我们研究了Brown运动增量的小时间参数泛函极限问题, 得到了Brown运动增量的小时间Chung泛函重对数律. 证明中的主要工具是Brown运动的大偏差和小偏差.

     

    Abstract: In this paper we investigate the small time functional limit problem for increments of a Brownian motion, and the small time Chung's functional law of the iterated logarithm for increments of a Brownian motion is obtained. The main tool in the proof is large deviation and small deviation for a Brownian motion.

     

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