Local laws of the iterated logarithm for diffusions

DOI10.1214/AOP/1176993014zbMATH Open0567.60077OpenAlexW2107424816MaRDI QIDQ1059934FDOQ1059934

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

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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)

Cited In (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
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• On the relation of one-dimensional diffusions on natural scale and their speed measures

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