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Deviation inequalities and law of iterated logarithm on the path space over loop groups

Seminário do GFM
CIUL, B1-01
2005-06-15 14:30 .. 15:30
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by Nicolas Privault

We will present a law of iterated logarithm (LIL) in small time and an asymptotic estimate of modulus of continuity (MC) for Brownian motion on the loop group $\L(G)$ over a compact connected Lie group $G$, using the Clark-Ocone formula on $\P(\L(G))$.
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