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A functional law of the iterated logarithm is obtained for processes given by certain stochastic integrals. This extends earlier results by Shi(12) and Rémillard(10) who established analogues of the classical limit results of Chung(4) for a variety of processes, including Lévy’s stochastic area process. The functional aspects of our results are motivated by a paper of Wichura(13) on Brownian motion...
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