ON AN EXTENSION OF LEVY STOCHASTIC AREA PROCESS TO HIGHER DIMENSIONS

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:44

Article

NZI, M ; THEODORESCU, R

关键词: BROWNIAN MOTION;    LEVYS STOCHASTIC AREA;    FUNCTIONAL LAW OF THE ITERATED LOGARITHM;    LARGE DEVIATIONS;   

DOI  :  10.1016/0304-4149(93)90027-2

来源: Elsevier

【 摘 要 】

For n greater-than-or-equal-to 2 an (n - 1)-parameter real process V(n), called stochastic volume, is defined. This process is an extension to higher dimensions of Levy's stochastic area which is obtained from V(n) by setting n = 2. For V3, a Strassen-type functional law of the iterated logarithm is proved by making use of large deviations techniques.

【 授权许可】

Free