Strassen theorem in Hölder norm for some Brownian functionals (Q1381934): Difference between revisions

Strassen's law of the iterated logarithm in Hölder norm for two-parameter Brownian functionals is proved by using large deviations techniques. Applications to certain stochastic integrals and to Brownian sheet are given.

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zbMATH Keywords

law of the iterated logarithm

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large deviations techniques

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Brownian sheet

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reviewed by

Radu Theodorescu

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MaRDI profile type

MaRDI publication profile

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cites work

Large deviations and functional iterated logarithm law for diffusion processes

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Large deviations and the Strassen theorem in Hölder norm

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Q4311846

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Q3311426

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Large deviations for solutions of hyperbolic SPDE's in the Hölder norm

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Small ball estimates for Brownian motion and the Brownian sheet

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On large deviation estimates for two parameter diffusion processes and applications

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On an extension of Lévy's stochastic area process to higher dimensions

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Sample functions of the \(N\)-parameter Wiener process

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On Strassen's version of the law of the iterated logarithm for the two- parameter Gaussian process

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Mouvement brownien et espaces de besov

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Identifiers

zbMATH Open document ID

0897.60034

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1381934

@@ Property / DOI @@
-.5802/ambp.97
@@ Property / DOI: 10.5802/ambp.97 / rank @@
-Normal rank
@@ Property / cites work @@
+Large deviations and functional iterated logarithm law for diffusion processes
+Normal rank
@@ Property / cites work @@
+Large deviations and the Strassen theorem in Hölder norm
+Normal rank
@@ Property / cites work @@
+Q4311846
@@ Property / cites work: Q4311846 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3311426
@@ Property / cites work: Q3311426 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for solutions of hyperbolic SPDE's in the Hölder norm
+Normal rank
@@ Property / cites work @@
+Small ball estimates for Brownian motion and the Brownian sheet
+Normal rank
@@ Property / cites work @@
+On large deviation estimates for two parameter diffusion processes and applications
+Normal rank
@@ Property / cites work @@
+On an extension of Lévy's stochastic area process to higher dimensions
+Normal rank
@@ Property / cites work @@
+Sample functions of the \(N\)-parameter Wiener process
+Normal rank
@@ Property / cites work @@
+On Strassen's version of the law of the iterated logarithm for the two- parameter Gaussian process
+Normal rank
@@ Property / cites work @@
+Mouvement brownien et espaces de besov
@@ Property / cites work: Mouvement brownien et espaces de besov / rank @@
+Normal rank
@@ Property / DOI @@
+.5802/AMBP.97
@@ Property / DOI: 10.5802/AMBP.97 / rank @@
+Normal rank