Brownian Motion in Small Time, Strassen’s Iterated Logarithm

  • D. W. Stroock
Part of the Universitext book series (UTX)

Abstract

We are now going to repeat the computation carried out in the preceding, only this time we will be dealing with Wiener measures on path space instead of Gauss measure on the line. We need some preliminaries.

Keywords

Covariance 

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Copyright information

© Springer-Verlag New York Inc. 1984

Authors and Affiliations

  • D. W. Stroock
    • 1
  1. 1.Department of MathematicsMassachusetts Institute of TechnologyCambridgeUSA

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