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A Functional LIL for m-Fold Integrated Brownian Motion

A Functional LIL for m-Fold Integrated Brownian Motion
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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.
出处 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2006年第4期459-472,共14页 数学年刊(B辑英文版)
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).
关键词 m-Fold integrated Brownian motion Functional law of the integrated logarithm Small ball probability Weighted occupation measure m-折叠完整Brownian运动 泛函定理 完整对数 小球概率
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参考文献18

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