The law of the iterated logarithm for functionals of the Wiener process

Author(s)

Logachov, A. ; Yambartsev, A.

• Document type: Journal article
• Source: Statistics & Probability Letters; v. 219, p. 4-pg., 2024-12-27.

Abstract

In this note, we establish a law of the iterated logarithm for Fr & eacute;chet differentiable functionals of a general form with respect to the Wiener process for a small time. The proof method shares conceptual similarities with the delta method. (AU)

• FAPESP's process: 23/13453-5 - Stochastic systems modeling
• Grantee: Luiz Renato Gonçalves Fontes
• Support Opportunities: Research Projects - Thematic Grants