On normalization in the law of the iterated logarithm for diffusion processes (Q792015)

Assume for diffusion processes of the type \(dx=a(x)dt+dw\) with the usual conditions on a(x) that x(t) is positive recurrent. Then for a function h(t) increasing monotonically to infinite \(P(x(t)>h(t)\), i.o. as \(t\to \infty)=0\) or 1 according to whether \(\int^{x}_{x_ 0}\) exp(- \(\int^{u}_{x_ 0}2a(v)dv)du\) is convergent or divergent. Under the above conditions a normalized version (using h(t)) of the law of iterated logarithm can be given.