Liminf behaviours of the windings and Lévy’s stochastic areas of planar Brownian motion. (English) Zbl 0810.60076
Azéma, Jacques (ed.) et al., Séminaire de Probabilités XXVIII. Berlin: Springer-Verlag. Lect. Notes Math. 1583, 122-137 (1994).
“Liminf” integral tests are established for the winding angle and Lévy’s stochastic area processes of a planar Brownian motion. Our results imply in particular Chung-type laws of the iterated logarithm for the two processes, as well as for their ranges.
For the entire collection see [Zbl 0797.00020].
For the entire collection see [Zbl 0797.00020].
Reviewer: Z.Shi (Paris)
MSC:
| 60J65 | Brownian motion |
