Local Strassen’s law of the iterated logarithm for increments of a Brownian motion in Hölder norm

Abstract

With the help of large deviation of Brownian motion in the Hölder norm, local Strassen’s law of the iterated logarithm for increments of a Brownian motion in the Hölder norm is investigated. This paper promotes the corresponding results by Gantert and Wei.

Keywords

Brownian motion / increments / local Strassen’s law of the iterated logarithm / Hölder norm

References

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