Some exact equivalents for the Brownian motion in Hölder norm

Author:

Baldi P.,Roynette B.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference10 articles.

1. Baldi, P., Ben Arous, G., Kerkyacharian, G.: Large deviations and Strassen, law in Hölder norm. Stochastic Processes Appl. (to appear)

2. Chung, K.L.: On the maximum of partial sums of sequences of independent random variables. Trans. Am. Math. Soc.64, 205–233 (1948)

3. Ciesielski, Z.: On the isomorphisms of the spacesH α andm. Bull. Acad. Pol. Sci.8, 217–222 (1960)

4. Csàki, E.: A relation between Chung's and Strassen law of the iterated logarithm. Z. Wahrscheinlichkeitstheor. Verw. Geb.54, 287–301 (1980)

5. De Acosta, A.: Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm. Ann. Probab.11, 78–101 (1983)

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