An inversion of Strassen's law of the iterated logarithm for small time

DOI10.1214/AOP/1176989281MaRDI QIDQ686783zbMATHOpenAlexFDO

Authors Nina Gantert

Publication date 11 October 1993

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176989281

zbMATH Keywords

asymptotic behaviourSchilder's theoremlocal version of Strassen's law of the iterated logarithmtime inversion of Brownian motion

Mathematics Subject Classification ID

Large deviations (60F10) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

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Cited in

(12)

• Law of the iterated logarithm for solutions of stochastic equations
• A functional modulus of continuity for a Wiener process
• Quasi sure local convergence rate of a Brownian motion in the Hölder norm
• Large deviations and Strassen's limit points of Brownian local time processes
• Local functional limit theorems of increments for Brownian motion
• Functional limit theorems for multiparameter fractional Brownian motion
• An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications
• Moderate deviations and functional LIL for super-Brownian motion
• Strassen's law of the iterated logarithm for diffusion processes for small time
• The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients
• Quasi-stationary distribution for strongly Feller Markov processes by Lyapunov functions and applications to hypoelliptic Hamiltonian systems
• A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero

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