Local laws of the iterated logarithm for diffusions

DOI10.1214/aop/1176993014zbMath0567.60077OpenAlexW2107424816MaRDI QIDQ1059934

Richard F. Bass, K. Bruce Erickson

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993014

zbMATH Keywords

Bessel processlaws of the iterated logarithmregularity on the speed measure

Mathematics Subject Classification ID

Strong limit theorems (60F15) Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items (2)

Law of the iterated logarithm and local variations at zero of the sticky Brownian motion ⋮ On the construction of measure-valued dual processes

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