Strassen's law of the iterated logarithm for diffusion processes for small time
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Publication:1805740
DOI10.1016/S0304-4149(97)00100-2zbMath0932.60034MaRDI QIDQ1805740
Publication date: 18 November 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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Cites Work
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- 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
