Functional law of the iterated logarithm type for a skew Brownian motion

Krykun, I.

doi:10.1090/S0094-9000-2014-00906-0

Functional law of the iterated logarithm type for a skew Brownian motion

Author: I. H. Krykun
Translated by: S. Kvasko
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 87 (2012).
Journal: Theor. Probability and Math. Statist. 87 (2013), 79-98
MSC (2000): Primary 60F10; Secondary 60F17
DOI: https://doi.org/10.1090/S0094-9000-2014-00906-0
Published electronically: March 21, 2014
MathSciNet review: 3241448
Full-text PDF Free Access

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Abstract: The functional law of the iterated logarithm is proved for a skew Brownian motion.

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