On the Spitzer and Chung laws of the iterated logarithm for brownian motion
Séminaire de probabilités de Strasbourg (1995)
- Volume: 29, page 237-247
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topGruet, Jean-Claude, and Shi, Zhan. "On the Spitzer and Chung laws of the iterated logarithm for brownian motion." Séminaire de probabilités de Strasbourg 29 (1995): 237-247. <http://eudml.org/doc/113907>.
@article{Gruet1995,
author = {Gruet, Jean-Claude, Shi, Zhan},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {planar Brownian motion; integral test; Bessel function},
language = {eng},
pages = {237-247},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On the Spitzer and Chung laws of the iterated logarithm for brownian motion},
url = {http://eudml.org/doc/113907},
volume = {29},
year = {1995},
}
TY - JOUR
AU - Gruet, Jean-Claude
AU - Shi, Zhan
TI - On the Spitzer and Chung laws of the iterated logarithm for brownian motion
JO - Séminaire de probabilités de Strasbourg
PY - 1995
PB - Springer - Lecture Notes in Mathematics
VL - 29
SP - 237
EP - 247
LA - eng
KW - planar Brownian motion; integral test; Bessel function
UR - http://eudml.org/doc/113907
ER -
References
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- Fristedt, B.E. (1974): Sample functions of stochastic processes with stationary independent increments. In: Advances in Probability3 (Eds.: P. Ney & S. Port) pp. 241-396. Dekker, New York. Zbl0309.60047
- Itô, K. & McKean, H.P. (1965): Diffusion Processes and their Sample Paths. Springer, Berlin. Zbl0127.09503
- Ledoux, M. & Talagrand, M. (1991): Probability in Banach Spaces: Isoperimetry and Processes. Springer, Berlin. Zbl0748.60004
- Lévy, P. (1953): La mesure de Hausdorff de la courbe du mouvement brownien. Giornale dell'Istituto Italiano degli Attuari161-37. Zbl0053.10101MR64344
- Révész, P. (1990): Random Walk in Random and Non-Random Environments. World Scientific, Singapore. Zbl0733.60091MR1082348
- Revuz, D. & Yor, M. (1994): Continuous Martingales and Brownian Motion. 2nd Edition. Springer, Berlin. Zbl0804.60001
- Spitzer, F. (1958): Some theorems concerning 2-dimensional Brownian motion. Trans. Amer. Math. Soc.87187-197. Zbl0089.13601MR104296
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