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

MaRDI QIDQ5386367zbMATH OpenFDO

Authors Yonghong Liu, Fuqing Gao

Publication date 14 May 2008

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)

Recommendations

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Cited in

(5)

• Strassen theorem in Hölder norm for some Brownian functionals
• 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 Strassen's law of the iterated logarithm for increments of a \({l^p}\)-valued Wiener processes in Hölder norm
• Local laws of the iterated logarithm for diffusions

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