Research output: Contribution to journal › Article › peer-review
The set of increments of the Wiener process VT = {a-1/2 [W(τ + aT ·) - W(τ)]/LT, 0 ≤ τ ≤ T - aT}, where aT ∈ (0, T) and LT = (2 [log(T/aT) + loglog T]1/2 is considered. Under the assumption log(T/aT)/loglog T → c, the set VT oscillates between bK and K, where b = [c/(c + 1)1/2 and K is the Strassen ball.
Original language | English |
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Pages (from-to) | 22-28 |
Number of pages | 7 |
Journal | Journal of Mathematical Sciences |
Volume | 88 |
Issue number | 1 |
DOIs | |
State | Published - 1 Jan 1998 |
ID: 37011822