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WROCŁAW UNIVERSITY
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Contents of PMS, Vol. 7, Fasc. 2,
pages 159 - 167
 

LAW OF THE ITERATED LOGARITHM FOR WIENER PROCESSES WITH VALUES IN ORLICZ SPACES

Teresa Jurlewicz

Abstract: Wiener processes with values in separable Orlicz spaces are investigated. There is constructed an analogue of the abstract Wiener space of a Wiener measure on the space of all continuous functions defined on [0,1] with values in Orlicz spaces. Moreover, the law of the iterated logarithm is proved for Wiener processes with values in p -homogeneous Orlicz spaces.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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