Chung's law for homogeneous Brownian functionals
Probability
2007-10-23 v2
Abstract
Consider the first exit time from a finite interval for an homogeneous fluctuating functional of a linear Brownian motion. We show the existence of a finite positive constant such that Following Chung's original approach, we deduce a "liminf" law of the iterated logarithm for the two-sided supremum of . This extends and gives a new point of view on a result of Khoshnevisan and Shi.
Keywords
Cite
@article{arxiv.0704.3519,
title = {Chung's law for homogeneous Brownian functionals},
author = {Aimé Lachal and Thomas Simon},
journal= {arXiv preprint arXiv:0704.3519},
year = {2007}
}