Large deviations and functional law of the iterated logarithm for random processes (Q1424019)
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scientific article; zbMATH DE number 2052901
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| English | Large deviations and functional law of the iterated logarithm for random processes |
scientific article; zbMATH DE number 2052901 |
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Large deviations and functional law of the iterated logarithm for random processes (English)
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8 March 2004
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The functional law of the iterated logarithm is established for diffusion processes. The large deviation principle is used.
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law of the iterated logarithm
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large deviation
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diffusion
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