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