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Law of the iterated logarithm for the quadratic variation of a wiener process
Authors:V. A. Egorov
Abstract:LetPa be the class of those partitions pgr of intervals [order,T], such that |titi–1|>a, wherea is a constant,
$$V(T, mathcal{P}_a )^2  = mathop {sup}limits_{chi  in mathcal{P}_a } sumlimits_i {(w(t_i )}  - w(t_{i - 1} ))$$
. It is proved that for anya lim V(T,Pa)/2Tln2T=1 a. s., wherelnix=ln ln x, ifln x gese,ln2x=1, ifln x <e.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 158, pp. 72–80, 1987.
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