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arXiv · 1608.08680

On the law of the iterated logarithm for Brownian motion on compact manifolds

Cheng Ouyang·Jennifer Pajda-De La O
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Abstract

By taking a functional analytic point of view, we consider a family of distributions (continuous linear functionals on smooth functions), denoted by $\{\mu_t,t>0\}$, associated to the law of iterated logarithm for Brownian motion on a compact manifold. We give a complete characterization of the collection of limiting distributions of $\{\mu_t, t>0\}$.

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Cheng Ouyang, Jennifer Pajda-De La O. 2016-08-30. On the law of the iterated logarithm for Brownian motion on compact manifolds. https://arxiv.org/abs/1608.08680

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