Let (B, parallel to . parallel to) be a separable Banach space. Let Y, Y-1, Y-2,... be centered i.i.d. random vectors taking values on B with law mu, mu(.) = P(Y is an element of .), and let S-n = Sigma(i=1)(n) Y-i. Under ...

Abstract Let W = (W(i))(i is an element of N) he an infinite dimensional Brownian motion and (X(t))(1 >= 0) a continuous adapted n-dimensional process. Set tau(R) = infit : X(t) - x(t)vertical bar, where x(t-t) >= 0 is ...

Let (B, parallel to . parallel to) be a real separable Banach space of dimension 1 less than or equal to d less than or equal to infinity, and assume X,X-1, X-2,... are i.i.d. B valued random vectors with law mu=L(X) and ...