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

DOI10.1214/AOP/1176989281zbMATH Open0776.60099OpenAlexW2026904486MaRDI QIDQ686783FDOQ686783

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

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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)

Cited In (12)

• 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
• Law of the iterated logarithm for solutions of stochastic equations
• Functional limit theorems for multiparameter fractional Brownian motion
• A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero
• Moderate deviations and functional LIL for super-Brownian motion
• Quasi sure local convergence rate of a Brownian motion in the Hölder norm
• Local functional limit theorems of increments for Brownian motion
• An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications
• A functional modulus of continuity for a Wiener process
• Large deviations and Strassen's limit points of Brownian local time processes

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