1992 · 14 citations · 4 references
EngineeringPhysicsStochastic ProcessesBrownian MotionContinuous-time Stochastic ProcessesDiffusion ProcessesLimit TheoremsMarkov ProcessesStochastic CalculusLaw Of Iterated LogarithmStrassen AsymptoticsWiener Filtering
We investigate the upper limiting behavior of the distance of the normalized trajectories of a Wiener process from Strassen's class. It is shown that the right rate is (log log T) 2/3, improving previous results by the author and by Goodman and Kuelbs. (2'3)
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