Chung’s law of the iterated logarithm for subfractional Brownian motion

Let X^H = {X^H(t), t ∈ R₊} be a subfractional Brownian motion in R^d. We provide a sufficient condition for a self-similar Gaussian process to be strongly locally nondeterministic and show that X^H has the property of strong local nondeterminism. Applying this property and a stochastic integral representation of X^H, we establish Chung's law of the iterated logarithm for X^H.