m重布朗运动积分的泛函型重对数律
Functional Law of the Iterated Logarithm for the ’th Integrated Brownian Motion
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摘要: 设(B(t))t≥０是一标准布朗运动, B(0)=0,对某一正整数m, 定义一高斯过程 X_m(t)=\frac1m! \int_0^t(t-\sigma)^m d B(\sigma).本文证明了这一过程的 Strassen 泛函型重对数律。Abstract: Let(B(t))t≥０ be a standard Brownian motion with B(0)=0. For a positive integer m, define a Gaussion process We prove Strassen’s functional law of the iterated logarithm for this process.
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