Strassen's law of the iterated logarithm for diffusion processes for small time

DOI10.1016/S0304-4149(97)00100-2zbMath0932.60034MaRDI QIDQ1805740

Lucia Caramellino

Publication date: 18 November 1999

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

zbMATH Keywords

Brownian motiondiffusion processlaw of the iterated logarithmtime reversal

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Brownian motion (60J65) Diffusion processes (60J60)

Related Items (12)

A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero ⋮ The law of iterated logarithm for the estimations of diffusion-type processes ⋮ Asymptotic variability analysis for a two-stage tandem queue. I: The functional law of the iterated logarithm ⋮ Large deviations related to the law of the iterated logarithm for Itô diffusions ⋮ The law of the iterated logarithm for two-dimensional stochastic Navier-Stokes equations ⋮ The (functional) law of the iterated logarithm of the sojourn time for a multiclass queue ⋮ The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients ⋮ General large deviations and functional iterated logarithm law for multivalued stochastic differential equations ⋮ Functional Law of the Iterated Logarithm for Multiclass Queues with Preemptive Priority Service Discipline: The Overloaded Case ⋮ An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications ⋮ A functional law of the iterated logarithm for multi-class queues with batch arrivals ⋮ Asymptotic behaviors for functionals of random dynamical systems

Cites Work

• Unnamed Item
• An inversion of Strassen's law of the iterated logarithm for small time
• Ecole d'ete de probabilités de Saint-Flour VIII-1978. Edite par P. L. Hennequin
• Large deviations and functional iterated logarithm law for diffusion processes
• Étude de processus généralisant l'aire de Lévy
• [https://portal.mardi4nfdi.de/wiki/Publication:3914144 A unification of Strassen's law and L�vy's modulus of continuity]
• An invariance principle for the law of the iterated logarithm

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