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

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