| Abstract: | A law of iterated logarithm (LIL) in small time and an asymptotic estimate of modulus of continuity are proved for Brownian motion on the loop group ?(G) over a compact connected Lie group G. Upper bounds are obtained via infinite-dimensional deviation inequalities for functionals on the path space ?(?(G)) on ?(G), such as the supremum of Brownian motion on ?(G), which are proved from the Clark–Ocone formula on ?(?(G)). The lower bounds rely on analog finite-dimensional results that are proved separately on Riemannian path space. |
