Two different kinds of liminfs on the LIL for two-parameter Wiener processes

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:63

Article

关键词: two-parameter Wiener process;    laws of the iterated logarithm;    Chung-type laws of the iterated logarithm;   

DOI  :  10.1016/0304-4149(96)00069-5

来源: Elsevier

【 摘 要 】

Some probability inequalities are obtained, and some liminf results are established for a two-parameter Wiener process by using these inequalities. The results obtained improve those of Lacey (1989) and get the watershed between the Chung type laws of the iterated logarithm and the Lacey type laws of the iterated logarithm.

【 授权许可】

Free