"A joint functional law for the Wiener process and principal value"

Endre Csáki, Antónia Földes and Zhan Shi

Summary: We present a joint functional law of the iterated logarithm for the Wiener process and the principal value of its local times.

Keywords: Wiener process; local time; principal value of the local time; functional law of the iterated logarithm.

AMS 2000 subject classification: 60F15; 60J55; 60J65.