LAW OF THE ITERATED LOGARITHM FOR WIENER PROCESSES WITH
VALUES IN ORLICZ SPACES
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 with values in Orlicz spaces. Moreover, the law of the
iterated logarithm is proved for Wiener processes with values in -homogeneous Orlicz
spaces.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -