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Quasi Sure Strassen’s Law of the Iterated Logarithm for Increments of FBM in Hölder Norm

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Abstract

In this paper, we present functional Strassen’s law of the iterated logarithm for Csörgő–Révész (C–R) increments of a fractional Brownian motion in Hölder norm with respect to \((r,p)\)-capacity. The method of the proof for our main results is based on the large deviation for the fractional Brownian motion.

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Funding

This work was partially supported by the NSFC (project no. 11771105), the Guangxi Natural Science Foundation (project no. 2017GXNSFFA198012), and the Guangxi Distinguished Expert Project.

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Correspondence to Y. Mo or Q. Liu.

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Mo, Y., Liu, Q. Quasi Sure Strassen’s Law of the Iterated Logarithm for Increments of FBM in Hölder Norm. J. Contemp. Mathemat. Anal. 56, 46–56 (2021). https://doi.org/10.3103/S1068362321010076

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  • DOI: https://doi.org/10.3103/S1068362321010076

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