Large deviations and the Strassen theorem in Hölder norm

From MaRDI portal
Publication:1193406

DOI10.1016/0304-4149(92)90033-MzbMath0757.60014MaRDI QIDQ1193406

Paolo Baldi, Gérard Ben Arous, Gérard Kerkyacharian

Publication date: 27 September 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)




Related Items

Strassen-type functional laws for strong topologies, Large deviations for Bernstein bridges, A refined large deviation principle for Brownian motion and its application to boundary crossing, Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models, The Strassen law of the iterated logarithm in Banach function spaces, A functional modulus of continuity for Brownian motion, Extensions of functional LIL w.r.t. (\(r, p\))-capacities on Wiener space, Strassen theorem in Hölder norm for some Brownian functionals, A large deviation principle for small perturbations of random evolution equations in Hoelder norm, Large deviations for stochastic differential equations driven by \(G\)-Brownian motion, Functional limit theorems for \(d\)-dimensional FBM in Hölder norm, Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm, Quasi sure functional modulus of continuity for a two-parameter Wiener process in Hölder norm, Large deviations for Markov bridges with jumps, Small ball probabilities and large deviations for grey Brownian motion, Functional sample path properties of subsequence's C-R increments for a Wiener process in Hölder norm, Loi de type Chung en norme de Hölder pour les accroissements locaux du mouvement brownien. (Chung type law for increments of Brownian motion in Hölder norm), Uniform large deviations for parabolic SPDEs and applications, Small perturbations of random evolution equations with reflection in Hölder norm, Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing, A remark on a theorem of Berkes, Small ball estimates for Brownian motion and the Brownian sheet, Functional limit theorems for C-R increments of \(k\)-dimensional Brownian motion in Hölder norm, Some exact equivalents for Brownian motion in Hölder norm, Quasi sure Strassen's law of the iterated logarithm for increments of FBM in Hölder norm, Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise, Asymptotic behaviors for functionals of random dynamical systems, Functional limit theorems for the increments of \(d\)-dimensional Gaussian processes in a Hölder type norm, Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm, Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness, Large deviations and functional law for solutions of hyperbolic stochastic partial differential equations, The rate of convergence for increments of a Brownian motion in Hölder norm, Quasi sure local convergence rate of a Brownian motion in the Hölder norm, LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS, Functional limit theorems for \(C\)-\(R\) increments of \(l^p\)-valued Wiener processes in the Hölder norm, On the large deviation principle of generalized Brownian bridges, Large deviations for stochastic flows and their applications



Cites Work