The law of the iterated logarithm for functionals of the Wiener process Full article
| Journal |
Statistics and Probability Letters
ISSN: 0167-7152 |
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| Output data | Year: 2025, Volume: 219, Article number : 110341, Pages count : 4 DOI: 10.1016/j.spl.2024.110341 | ||||
| Tags | Law of iterated logarithm, Wiener process, Delta method | ||||
| Authors |
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| Affiliations |
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Funding (1)
| 1 | Sobolev Institute of Mathematics | FWNF-2022-0010 |
Abstract:
In this note, we establish a law of the iterated logarithm for Fréchet differentiable functionals of a general form with respect to the Wiener process for a small time. The proof method shares conceptual similarities with the delta method.
Cite:
Logachov A.
, Yambartsev A.
The law of the iterated logarithm for functionals of the Wiener process
Statistics and Probability Letters. 2025. V.219. 110341 :1-4. DOI: 10.1016/j.spl.2024.110341 WOS Scopus РИНЦ OpenAlex
The law of the iterated logarithm for functionals of the Wiener process
Statistics and Probability Letters. 2025. V.219. 110341 :1-4. DOI: 10.1016/j.spl.2024.110341 WOS Scopus РИНЦ OpenAlex
Dates:
| Submitted: | Sep 17, 2024 |
| Accepted: | Dec 19, 2024 |
| Published online: | Dec 26, 2024 |
| Published print: | Apr 15, 2025 |
Identifiers:
| Web of science: | WOS:001402165500001 |
| Scopus: | 2-s2.0-85213010347 |
| Elibrary: | 81412830 |
| OpenAlex: | W4405802072 |
Citing:
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