Proof of the law of iterated logarithm through diffusion equation

Cites Work

Some Theorems Concerning 2-Dimensional Brownian Motion
Stationary Markov Processes With Continuous Paths
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Cited In (29)

Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative.
Weight functions and pathwise local central limit theorems
Critical Gaussian multiplicative chaos: convergence of the derivative martingale
Liouville Brownian motion at criticality
Wiener’s test for space-time random walks and its applications
Eccentric behaviors of the Brownian sheet along lines
Bessel diffusions as a one-parameter family of diffusion processes
Optimal estimation of the supremum and occupation times of a self-similar Lévy process
On the probability of a symmetric stable process crossing a bottom outer boundary
A probabilistic proof and applications of Wiener's test for the heat operator
Kolmogorov problem for the heat equation and its probabilistic counterpart
Limiting angle of Brownian motion in certain two-dimensional Cartan-Hadamard manifolds
An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes
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On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
Necessary and sufficient condition for uniqueness of solution to the first boundary value problem for the diffusion equation in unbounded domains
On a problem of Erdös and Taylor
On the Macroscopic Fractal Geometry of Some Random Sets
Typical long-time behavior of ground state-transformed jump processes
Existence and asymptotic behaviour of some time-inhomogeneous diffusions
Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion
A glimpse of the impact of pál erdős on probability and statistics
On the future infima of some transient processes
Law of iterated logarithms and fractal properties of the KPZ equation
Recurrence and ergodicity of diffusions
Rates of decay and growth of solutions to linear stochastic differential equations with state-independent perturbations
A strong invariance principle for the logarithmic average of sample maxima.
Volume growth and escape rate of symmetric diffusion processes
Critical Gaussian chaos: convergence and uniqueness in the derivative normalisation

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