Strassen's local law for diffusion processes under strong topologies (Q1873622)
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scientific article; zbMATH DE number 1916895
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strassen's local law for diffusion processes under strong topologies |
scientific article; zbMATH DE number 1916895 |
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Strassen's local law for diffusion processes under strong topologies (English)
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20 February 2004
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The authors consider diffusions given as solutions of stochastic differential equations. They prove a functional law of the iterated logarithm for small times, in a strong topology related to the Besov-Orlicz norms. The proof follows the strategy of \textit{P. Baldi} [Probab. Theory Relat. Fields 71, 435-453 (1986; Zbl 0587.60074)], using a large deviation principle due to the first author.
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Strassen's law of the iterated logarithm
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diffusion processes
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