On the asymptotic behaviour of the empirical random field of the brownian motion

Let ξ_t, t ? 0, be a d-dimensional Brownian motion. The asymptotic behaviour of the random field ??∫^t₀?(ξ_s) ds is investigated, where ? belongs to a Sobolev space of periodic functions. Particularly a central limit theorem and a law of iterated logarithm are proved leading to a so-called universal law of iterated logarithm.