Strassen's law of iterated logarithm for a Wiener process defined on the half-axis

Strassen's law of iterated logarithm for a Wiener process defined on the half-axis

Efremov E. V., Logachov A. V.

УДК 519.214 
DOI: 10.33048/semi.2025.22.105  
MSC 60F15


Аннотация:

We prove a version of Strassen’s law of iterated logarithm in the space of continuous functions with weighted $\sup$\,--\,metric for a Wiener process defined on the half-axis. We consider weight functions of the form $1/(1+t^{\alpha})$, where $\alpha > 1/2$. The result is unimprovable in the class of power weight functions.

Ключевые слова: Wiener process, Strassen's law of iterated logarithm.