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

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

Review text

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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(9)

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

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