Abstract
Small ball estimates are obtained for Brownian motion and the Brownian sheet when balls are given by certain Hölder norms. As an application of these results we include a functional form of Chung's LIL in this setting.
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Both authors were supported in part by NSF Grant Number DMS-9024961.
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Kuelbs, J., Li, W.V. Small ball estimates for Brownian motion and the Brownian sheet. J Theor Probab 6, 547–577 (1993). https://doi.org/10.1007/BF01066717
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DOI: https://doi.org/10.1007/BF01066717