Large deviations and functional law of the iterated logarithm for random processes

DOI10.5802/AFST.1023MaRDI QIDQ1424019zbMATH OpenOpenAlexFDO

Authors Toussaint Joseph Rabeherimanana

Publication date 8 March 2004

Published in Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AFST_2002_6_11_2_201_0, https://eudml.org/doc/73578

zbMATH Keywords

diffusionlarge deviationlaw of the iterated logarithm

Mathematics Subject Classification ID

Large deviations (60F10) Foundations of stochastic processes (60G05)

Review text

The functional law of the iterated logarithm is established for diffusion processes. The large deviation principle is used.

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Cited in

(8)

• Large deviations and functional iterated logarithm law for diffusion processes
• Functional laws of the iterated logarithm for large increments of empirical and quantile processes
• Large deviations and laws of the iterated logarithm for the local times of additive stable processes
• Large deviation rate functions for the partition function in a log-gamma distributed random potential
• Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation
• Small random perturbations of random evolution equations
• Small perturbations of random evolution equations with reflection in Hölder norm
• General large deviations and functional iterated logarithm law for multivalued stochastic differential equations

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