摘要
Let {Xm(t), t∈R+} be an m-Fold integrated Brownian motion. In this paper, with the help of small ball probability estimate, a functional law of the iterated logarithm (LIL) for Xm(t) is established. This extends the classic Chung type liminf result for this process. Furthermore, a result about the weighted occupation measure for Xm(t) is also obtained.
基金
Project supported by the National Natural Science Foundation of China (No.10131040)
the Specialized Research Fund for the Doctor Program of Higher Education (No.2002335090).