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

Autor(es)

Logachov, A. ; Yambartsev, A.

• Tipo de documento: Artigo Científico
• Fonte: Statistics & Probability Letters; v. 219, p. 4-pg., 2024-12-27.

Resumo

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)

• Processo FAPESP: 23/13453-5 - Modelagem de sistemas estocásticos
• Beneficiário: Luiz Renato Gonçalves Fontes
• Modalidade de apoio: Auxílio à Pesquisa - Temático