A martingale proof of the Khinchin iterated logarithm law for Wiener processes
Séminaire de probabilités de Strasbourg (1995)
- Volume: 29, page 25-29
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topKrylov, Nicolai V.. "A martingale proof of the Khinchin iterated logarithm law for Wiener processes." Séminaire de probabilités de Strasbourg 29 (1995): 25-29. <http://eudml.org/doc/113909>.
@article{Krylov1995,
author = {Krylov, Nicolai V.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Wiener process; Khinchin loglog law; stopping time; martingale methods},
language = {eng},
pages = {25-29},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A martingale proof of the Khinchin iterated logarithm law for Wiener processes},
url = {http://eudml.org/doc/113909},
volume = {29},
year = {1995},
}
TY - JOUR
AU - Krylov, Nicolai V.
TI - A martingale proof of the Khinchin iterated logarithm law for Wiener processes
JO - Séminaire de probabilités de Strasbourg
PY - 1995
PB - Springer - Lecture Notes in Mathematics
VL - 29
SP - 25
EP - 29
LA - eng
KW - Wiener process; Khinchin loglog law; stopping time; martingale methods
UR - http://eudml.org/doc/113909
ER -
References
top- 1. D. Revuz, M. Yor, Continuous martingales and Brownian motion, Springer, New York etc., 1991. Zbl0731.60002MR1083357
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