A Functional LIL for m-Fold Integrated Brownian Motion |
| |
| Authors: | Rongmao ZHANG and Zhengyan LIN |
| |
| Institution: | (1) Department of Mathematics, Zhejiang University (Xixi Campus), Hangzhou 310028, China;(2) School of Mathematical Sciences, Peking University, Beijing 100871, China;(3) Department of Mathematics, Zhejiang University (Xixi Campus), Hangzhou 310028, China |
| |
| Abstract: | Abstract
Let {X
m
(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 X
m
(t) is established. This extends the classic Chung type liminf result for this process. Furthermore, a result about the weighted
occupation measure for X
m
(t) is also obtained.
*Project supported by the National Natural Science Foundation of China (No.10131040) and the Specialized Research Fund for
the Doctor Program of Higher Education (No.2002335090). |
| |
| Keywords: | m-Fold integrated Brownian motion Functional law of the integrated logarithm Small ball probability Weighted occupation measure |
| 本文献已被 维普 SpringerLink 等数据库收录！ |
| 点击此处可从《数学年刊B辑(英文版)》浏览原始摘要信息 |
| 点击此处可从《数学年刊B辑(英文版)》下载免费的PDF全文 |
