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

Wydawnictwa / Czasopisma IMPAN / Applicationes Mathematicae / Wszystkie zeszyty

Modeste N’zi, M’hamed Eddahbi Applicationes Mathematicae 24 (1997), 223-229 DOI: 10.4064/am-24-2-223-229

By using large deviation techniques, we prove a Strassen type law of the iterated logarithm, in Hölder norm, for Lévy's area process.