Brownian Motion in Small Time, Strassen’s Iterated Logarithm
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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.
KeywordsBrownian Motion Convergent Subsequence Gauss Measure Iterate Logarithm Large Deviation Principle
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