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