A note on the functional law of the iterated logarithm for Lévy's area process

Volume 24 / 1997

Modeste N’zi, M’hamed Eddahbi 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.

Authors

  • Modeste N’zi
  • M’hamed Eddahbi

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