Strassen’s law of iterated logarithm for a wiener process defined on the half-axis Full article
| Journal |
Сибирские электронные математические известия (Siberian Electronic Mathematical Reports)
, E-ISSN: 1813-3304 |
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| Output data | Year: 2025, | ||
| Tags | Wiener process, Strassen’s law of iterated logarithm | ||
| Authors |
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| Affiliations |
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Funding (2)
| 1 | Sobolev Institute of Mathematics | FWNF-2022-0010 |
| 2 | Министерство науки и высшего образования РФ | 075-15-2025-348 |
Abstract:
We prove a version of Strassen’s law of iterated logarithm in the space of continuous functions with weighted sup–metric for a Wiener process defined on the half-axis. We consider weight functions of the form 1/(1 + tα), where α > 1/2. The result is unimprovable in the class of power weight functions.
Cite:
Efremov E.V.
, Logachov A.V.
Strassen’s law of iterated logarithm for a wiener process defined on the half-axis
Сибирские электронные математические известия (Siberian Electronic Mathematical Reports). 2025.
Strassen’s law of iterated logarithm for a wiener process defined on the half-axis
Сибирские электронные математические известия (Siberian Electronic Mathematical Reports). 2025.
Dates:
| Submitted: | Sep 23, 2025 |
| Accepted: | Dec 5, 2025 |
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