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March 1998 Between Strassen and Chung normalizations for Lévy's area process
Modeste N'Zi, Bruno Rémillard, Radu Theodorescu
Bernoulli 4(1): 115-125 (March 1998).

Abstract

Let { L(t):t0} be Lévy's, let γ :R +R , and let { Z t:t3} be the stochastic process defined by Z t (s)=L(ts)/(2tloglogt),0s1 . Conditions on γ are given such that the set of all limit points of { γ(t)Z t:t3} as t is a.s. equal to the set of all continuous functions defined on [ 0,1] which vanish at 0.

Citation

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Modeste N'Zi. Bruno Rémillard. Radu Theodorescu. "Between Strassen and Chung normalizations for Lévy's area process." Bernoulli 4 (1) 115 - 125, March 1998.

Information

Published: March 1998
First available in Project Euclid: 6 April 2007

zbMATH: 0897.60037
MathSciNet: MR1611883

Keywords: Brownian motion , Law of the iterated logarithm , Lévy's area process

Rights: Copyright © 1998 Bernoulli Society for Mathematical Statistics and Probability

Vol.4 • No. 1 • March 1998
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