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Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet |
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| Abstract: | Abstract We study Strassen-type laws of iterated logarithm for a fractional Brownian sheet including that for small time, which imply most of the former laws of the iterated logarithm and Strassen's laws for one-parameter and two-parameter Wiener processes. |
| Keywords: | Law of the iterated logarithm Large deviation Fractional Brownian sheet |