Local laws of the iterated logarithm for diffusions

DOI10.1214/AOP/1176993014MaRDI QIDQ1059934zbMATH OpenOpenAlexFDO

Authors Richard F. Bass, K. Bruce Erickson

Publication date 1985

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993014

zbMATH Keywords

Bessel processlaws of the iterated logarithmregularity on the speed measure

Mathematics Subject Classification ID

Diffusion processes (60J60) Strong limit theorems (60F15) Local time and additive functionals (60J55)

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(9)

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• On the construction of measure-valued dual processes
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• Large deviations and functional iterated logarithm law for diffusion process with reflecting boundary
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• Law of the iterated logarithm and local variations at zero of the sticky Brownian motion
• Iterated logarithm law for local times for a class of Gaussian processes
• On the relation of one-dimensional diffusions on natural scale and their speed measures

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