Hausdorff–Besicovitch measure of fractal functional limit laws induced by Wiener process in Hölder norms

Alain Lucas; Emmanuel Thilly

Annales de l'I.H.P. Probabilités et statistiques (2006)

  • Volume: 42, Issue: 3, page 373-392
  • ISSN: 0246-0203

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Lucas, Alain, and Thilly, Emmanuel. "Hausdorff–Besicovitch measure of fractal functional limit laws induced by Wiener process in Hölder norms." Annales de l'I.H.P. Probabilités et statistiques 42.3 (2006): 373-392. <http://eudml.org/doc/77900>.

@article{Lucas2006,
author = {Lucas, Alain, Thilly, Emmanuel},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Strassen's law; de Acosta's law; rate of convergence; limsup random fractals; modulus of continuity; Brownian motion},
language = {eng},
number = {3},
pages = {373-392},
publisher = {Elsevier},
title = {Hausdorff–Besicovitch measure of fractal functional limit laws induced by Wiener process in Hölder norms},
url = {http://eudml.org/doc/77900},
volume = {42},
year = {2006},
}

TY - JOUR
AU - Lucas, Alain
AU - Thilly, Emmanuel
TI - Hausdorff–Besicovitch measure of fractal functional limit laws induced by Wiener process in Hölder norms
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2006
PB - Elsevier
VL - 42
IS - 3
SP - 373
EP - 392
LA - eng
KW - Strassen's law; de Acosta's law; rate of convergence; limsup random fractals; modulus of continuity; Brownian motion
UR - http://eudml.org/doc/77900
ER -

References

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  3. [3] P. Berthet, Vitesses de recouvrement dans les lois fonctionnelles du logarithme itéré pour les increments du processus empirique uniforme avec applications statistiques, Thèse de l'Université Paris 6, 1996. 
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  14. [14] A. Lucas, Hausdorff–Besicovitch measure for random fractals of Chung's type, Math. Proc. Cambridge Philos. Soc.133 (2002) 487-513. Zbl1014.60029MR1919718
  15. [15] S. Orey, S.J. Taylor, How often on a Brownian path does the law of the iterated logarithm fail?, Math. Proc. Cambridge Philos. Soc.49 (1974) 31-39. Zbl0050.05803MR359031
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  18. [18] Q. Wei, Functional modulus of continuity for Brownian motion in Hölder norm, Chinese Ann. Math. Ser. B22 (2001) 223-232. Zbl0974.60019MR1835402

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