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
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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.