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Proof of the law of iterated logarithm through diffusion equation

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References

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  3. F. Spitzer: Some theorems concerning 2-dimensional Brownian motion.Trans. of Amer. Math. Soc. vol. 87 (1958).

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  5. E. B. Dinkin: Infinitesimal operators of Markov processes.Theory of probability and its application, vol. 1, no. 1

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Motoo, M. Proof of the law of iterated logarithm through diffusion equation. Ann Inst Stat Math 10, 21–28 (1959). https://doi.org/10.1007/BF02883984

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  • DOI: https://doi.org/10.1007/BF02883984

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