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Original Articles

Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet

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Pages 193-210 | Published online: 16 Aug 2006
 

Abstract

We study Strassen-type laws of iterated logarithm for a fractional Brownian sheet including that for small time, which imply most of the former laws of the iterated logarithm and Strassen's laws for one-parameter and two-parameter Wiener processes.

AMS 1991 Subject Classification:

Acknowledgment

The first two authors' research was supported by NSFC (10131040), SRFDP (2002335090) and KRF (D00008).

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