A note on the functional law of the iterated logarithm for Lévy's area process
Volume 24 / 1997
Applicationes Mathematicae 24 (1997), 223-229
DOI: 10.4064/am-24-2-223-229
Abstract
By using large deviation techniques, we prove a Strassen type law of the iterated logarithm, in Hölder norm, for Lévy's area process.
