Chung-type laws of the iterated logarithm for $m$-fold weighted integrated fractional processes

Li-Xin Zhang

Let $\{B_H(t);t\ge 0\}$ be a fractional Brownian motion of order $H\in (0,1)$, and $J_{m,\alpha }(B_H)$ be the $m$-fold weighted integrals of $B_H$ defined as $$ J_{m,\bmα}(B_H)(t) =\int…