A Functional LIL for m-Fold Integrated Brownian Motion  

作　　者：Rongmao ZHANG Zhengyan LIN 

机构地区：[1]Department of Mathematics, Zhejiang University （Xixi Campus）, Hangzhou 310028, China School of Mathematical Sciences, Peking University, Beijing 100871, China. [2]Department of Mathematics, Zhejiang University （Xixi Campus）, Hangzhou 310028, China.

出　　处：《Chinese Annals of Mathematics,Series B》2006年第4期459-472,共14页数学年刊（B辑英文版）

基　　金：Project supported by the National Natural Science Foundation of China (No.10131040);the Specialized Research Fund for the Doctor Program of Higher Education (No.2002335090).

摘　　要：Let {Xm（t）, t∈R＋} be an m-Fold integrated Brownian motion. In this paper, with the help of small ball probability estimate, a functional law of the iterated logarithm （LIL） for Xm（t） is established. This extends the classic Chung type liminf result for this process. Furthermore, a result about the weighted occupation measure for Xm（t） is also obtained.

关 键 词：m-Fold integrated Brownian motion Functional law of the integrated logarithm Small ball probability Weighted occupation measure 

分 类 号：O177[理学—数学]