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Large deviations and functional law of the iterated logarithm for random processes - MaRDI portal

Large deviations and functional law of the iterated logarithm for random processes (Q1424019)

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scientific article; zbMATH DE number 2052901
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Large deviations and functional law of the iterated logarithm for random processes
scientific article; zbMATH DE number 2052901

    Statements

    Large deviations and functional law of the iterated logarithm for random processes (English)
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    8 March 2004
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    The functional law of the iterated logarithm is established for diffusion processes. The large deviation principle is used.
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    law of the iterated logarithm
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    large deviation
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    diffusion
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