A note on the functional law of the iterated logarithm for Lévy's area process

• Autorzy: Modeste N’zi , M’hamed Eddahbi
• Języki publikacji: EN

Abstrakty

EN

By using large deviation techniques, we prove a Strassen type law of the iterated logarithm, in Hölder norm, for Lévy's area process.

Słowa kluczowe

EN

law of the iterated logarithm; Lévy's area process; Brownian motion; maximum likelihood

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1996-1997
• Tom: 24
• Numer: 2
• Strony: 223-229

Daty

wydano

1997

otrzymano

1996-01-04

Twórcy

autor

Modeste N’zi

• Department of Mathematics, University of Abidjan, 22 BP 582 Abidjan 22, Ivory Coast

autor

M’hamed Eddahbi

• Department of Mathematics, Cadi Ayyad University, BP S15, Marrakech, Morocco

Bibliografia

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