This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
Chung, K.L. (1948): On the maximum partial sums of sequences of independent random variables. Trans. Amer. Math. Soc. 64, 205–233.
Ciesielski, Z. & Taylor, S.J. (1962). First passage times and sojourn times for Brownian motion in space and the exact Hausdorff measure of the sample path. Trans. Amer. Math. Soc. 103 434–450.
Fristedt, B.E. (1974): Sample functions of stochastic processes with stationary independent increments. In: Advances in Probability 3 (Eds.: P. Ney & S. Port) pp. 241–396. Dekker, New York.
Itô, K. & McKean, H.P. (1965): Diffusion Processes and their Sample Paths. Springer, Berlin.
Ledoux, M. & Talagrand, M. (1991): Probability in Banach Spaces: Isoperimetry and Processes. Springer, Berlin.
Lévy, P. (1953): La mesure de Hausdorff de la courbe du mouvement brownien. Giornale dell’Istituto Italiano degli Attuari 16 1–37.
Révész, P. (1990): Random Walk in Random and Non-Random Environments. World Scientific, Singapore.
Revuz, D. & Yor, M. (1994): Continuous Martingales and Brownian Motion. 2nd Edition. Springer, Berlin.
Spitzer, F. (1958): Some theorems concerning 2-dimensional Brownian motion. Trans. Amer. Math. Soc. 87 187–197.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1995 Springer-Verlag
About this paper
Cite this paper
Gruet, JC., Shi, Z. (1995). On the Spitzer and Chung laws of the iterated logarithm for Brownian motion. In: Azéma, J., Emery, M., Meyer, P.A., Yor, M. (eds) Séminaire de Probabilités XXIX. Lecture Notes in Mathematics, vol 1613. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094216
Download citation
DOI: https://doi.org/10.1007/BFb0094216
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-60219-4
Online ISBN: 978-3-540-44744-3
eBook Packages: Springer Book Archive