Article ID Journal Published Year Pages File Type
1151916 Statistics & Probability Letters 2013 7 Pages PDF
Abstract

Let WW be a standard Brownian motion and LL be Lévy’s area process independent of WW. For all t≥0t≥0, we define the Brownian time Lévy’s area process by setting: Y(t)=L(|W(t)|)Y(t)=L(|W(t)|). In this paper we give Chung’s LIL for YY.

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Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On Chung’s law of the iterated logarithm for the Brownian time Lévy’s area process
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