Local laws of the iterated logarithm for diffusions (Q1059934)
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scientific article; zbMATH DE number 3905596
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| English | Local laws of the iterated logarithm for diffusions |
scientific article; zbMATH DE number 3905596 |
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Local laws of the iterated logarithm for diffusions (English)
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1985
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This paper considers a general one-dimensional diffusion which is reflecting at zero. Under mild regularity on the speed measure M near zero (it must have a strictly positive abolutely continuous part near zero) laws of the iterated logarithm are obtained at zero.
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Bessel process
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regularity on the speed measure
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laws of the iterated logarithm
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0.9527222
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0.94439256
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0.93878037
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0.9344238
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0.9341713
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