Laws of the iterated logarithm and large deviations for a class of diffusionl processes

DOI10.2307/3315477zbMath0694.60025OpenAlexW2068843856MaRDI QIDQ3469962

Bruno Rémillard, Donald A. Dawson

Publication date: 1989

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315477

zbMATH Keywords

law of the iterated logarithmlarge deviationsergodic processrandom diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Large deviations of semimartingales via convergence of the predictable characteristics ⋮ Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem

Cites Work

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• Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
• A note on some laws of the iterated logarithm
• Asymptotic evaluation of certain markov process expectations for large time, I
• Errata
• An introduction to the theory of large deviations

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