On normalization in the law of the iterated logarithm for diffusion processes

MaRDI QIDQ792015zbMATH OpenFDO

Authors Mahendra Nath Mishra, Sarat Kumar Acharya

Publication date 1983

Published in Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

law of iterated logarithmpositive recurrent

Mathematics Subject Classification ID

Diffusion processes (60J60) Strong limit theorems (60F15)

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Cited in

(4)

• On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes
• On the log-normal diffusion process
• Functional law of iterated logarithm for normalized integrals of processes with weak dependence
• Penalizing null recurrent diffusions

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