Hi, let ${B(t), t\in R}$ be a Brown motion, then $$ \varlimsup_{t\downarrow 0}\frac{B(t)}{\sqrt{2t\log\log(1/t)}} = 1 $$ almost surely in the sense of Wiener measure. I find the result in a Chinese book, but no detailed proof is presented. So could someone provide some available sources online? Thanks a lot.
Remember to vote up questions/answers you find interesting or helpful (requires 15 reputation points)
|
0
|
||||||||||||||||
|

