Local Strassen's law of the iterated logarithm for diffusion processes in Hölder norm

zbMATH Open1137.60315MaRDI QIDQ5386367FDOQ5386367

Authors: Yonghong Liu, Fuqing Gao 

Publication date: 14 May 2008

Recommendations

• Local Strassen's law of the iterated logarithm for increments of a \({l^p}\)-valued Wiener processes in Hölder norm
• Strassen's local law for diffusion processes under strong topologies
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• Local functional Chung's law of the iterated logarithm for increments of a Brownian motion in Hölder norm
• Strassen theorem in Hölder norm for some Brownian functionals

zbMATH Keywords

large deviationHölder normlocal functional law of the iterated logarithm

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Cited In (3)

• Strassen's local law for diffusion processes under strong topologies
• Laws of the iterated logarithm and large deviations for a class of diffusionl processes
• Local laws of the iterated logarithm for diffusions

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