A geometric law of iterated logarithm for Brownian motions

被引：0
|
作者：
高勇
机构：
[1] Institute for Information Science and System Science
[2] Xi’an Jiaotong University, Xi’an 710049, China
来源：
Science Bulletin | 1995年 / 21期
关键词：
Brownian convex hull; law of iterated logarithm;
D O I：
暂无
中图分类号：
O411.1 [数学物理方法];
学科分类号：
0701 ; 070104 ;
摘要：
Let {ω(t), t∈[0, 1]} be the standard d-dimensional Brownian motion. Set C(ω)={ω(s), O≤s≤t}(t∈[O, 1]) and call {C, t∈[0, 1]} the Brownian convex hull. Early in 1956, Levy got the following famous results: lim sup(2tloglog(l/t))V(C)=m, where V(·) denotes the volume functional and mis a non-trivial constant. In recent years,much attention has been re-paid to the study of the Brownian convex hull since the
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页码：1772 / 1775
页数：4
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