Small ball estimates for Brownian motion and the Brownian sheet |
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| Authors: | James Kuelbs Wenbo V Li |
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| Institution: | (1) Department of Mathematics, University of Wisconsin-Madison, 480 Lincoln Drive, 53706 Madison, Wisconsin |
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| Abstract: | Small ball estimates are obtained for Brownian motion and the Brownian sheet when balls are given by certain Hölder norms. As an application of these results we include a functional form of Chung's LIL in this setting.Both authors were supported in part by NSF Grant Number DMS-9024961. |
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| Keywords: | Brownian motion Brownian sheet Gaussian samples Hö lder norm Chung's functional LIL |
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