Large deviations and functional iterated logarithm law for diffusion processes

DOI10.1007/BF01000215zbMath0587.60074OpenAlexW2020329789MaRDI QIDQ1072251

Paolo Baldi

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01000215

zbMATH Keywords

Brownian motioniterated integralsdiffusions on Lie groupsfamily of contractionsStrassen's law of the iterated logarithm

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Diffusion processes (60J60) Large deviations (60F10)

Related Items (28)

A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero ⋮ The law of iterated logarithm for the estimations of diffusion-type processes ⋮ On the local and asymptotic behavior of Brownian motion on simply connected nilpotent Lie groups ⋮ Strassen's law of the iterated logarithm for stochastic Volterra equations and applications ⋮ Small deviations and Chung’s law of iterated logarithm for a hypoelliptic Brownian motion on the Heisenberg group ⋮ Strassen theorem in Hölder norm for some Brownian functionals ⋮ Functional limit theorems for \(d\)-dimensional FBM in Hölder norm ⋮ The law of the iterated logarithm for two-dimensional stochastic Navier-Stokes equations ⋮ The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients ⋮ Functional sample path properties of subsequence's C-R increments for a Wiener process in Hölder norm ⋮ Large deviation on a covering graph with group of polynomial growth ⋮ Large deviations and functional law of the iterated logarithm for random processes ⋮ Iterated logarithm law for anticipating stochastic differential equations ⋮ General large deviations and functional iterated logarithm law for multivalued stochastic differential equations ⋮ Large deviations and functional iterated logarithm law for diffusion process with reflecting boundary ⋮ An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications ⋮ Large deviations and the Strassen theorem in Hölder norm ⋮ An introduction to the theory of large deviations ⋮ Functional limit theorems for C-R increments of \(k\)-dimensional Brownian motion in Hölder norm ⋮ Asymptotic properties of coupled forward–backward stochastic differential equations ⋮ On an extension of Lévy's stochastic area process to higher dimensions ⋮ The law of the iterated logarithm for a class of SPDEs ⋮ Strassen's law of the iterated logarithm for diffusion processes for small time ⋮ Unnamed Item ⋮ Functional law for the anticipating Ornstein-Uhlenbeck process ⋮ Diffusion approximations for random walks on nilpotent Lie groups ⋮ Functional limit theorems for \(C\)-\(R\) increments of \(l^p\)-valued Wiener processes in the Hölder norm ⋮ The distribution of estimates of parameters of multidimensional stationary AR processes

Cites Work

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• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• Croissance et mouvements browniens d'un groupe de Lie nilpotent et simplement connexe
• [https://portal.mardi4nfdi.de/wiki/Publication:4110401 Une loi du logarithme it�r� pour le groupe d'Heisenberg]
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