On the Spitzer and Chung laws of the iterated logarithm for brownian motion

Jean-Claude Gruet; Zhan Shi

Séminaire de probabilités de Strasbourg (1995)

  • Volume: 29, page 237-247

How to cite

top

Gruet, 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

top
  1. Chung, K.L. (1948): On the maximum partial sums of sequences of independent random variables. Trans. Amer. Math. Soc.64, 205-233. Zbl0032.17102MR26274
  2. Ciesielski, Z. & Taylor, S.J. (1962). First passage times and sojourn times for Brownian motion in space and the exact Hausdorff measure of the sample path. Trans. Amer. Math. Soc.103434-450. Zbl0121.13003
  3. 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
  4. Itô, K. & McKean, H.P. (1965): Diffusion Processes and their Sample Paths. Springer, Berlin. Zbl0127.09503
  5. Ledoux, M. & Talagrand, M. (1991): Probability in Banach Spaces: Isoperimetry and Processes. Springer, Berlin. Zbl0748.60004
  6. Lévy, P. (1953): La mesure de Hausdorff de la courbe du mouvement brownien. Giornale dell'Istituto Italiano degli Attuari161-37. Zbl0053.10101MR64344
  7. Révész, P. (1990): Random Walk in Random and Non-Random Environments. World Scientific, Singapore. Zbl0733.60091MR1082348
  8. Revuz, D. & Yor, M. (1994): Continuous Martingales and Brownian Motion. 2nd Edition. Springer, Berlin. Zbl0804.60001
  9. Spitzer, F. (1958): Some theorems concerning 2-dimensional Brownian motion. Trans. Amer. Math. Soc.87187-197. Zbl0089.13601MR104296

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.