On an extension of Lévy's stochastic area process to higher dimensions

DOI10.1016/0304-4149(93)90027-2zbMath0770.60040OpenAlexW2044123040MaRDI QIDQ1208943

Radu Theodorescu, Modeste N'zi

Publication date: 16 May 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90027-2

zbMATH Keywords

functional law of the iterated logarithmLévy's stochastic arealarge deviations techniquesstochastic volume

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Strassen theorem in Hölder norm for some Brownian functionals

Cites Work

• Levy's stochastic area formula in higher dimensions
• Large deviations and functional iterated logarithm law for diffusion processes
• Étude de processus généralisant l'aire de Lévy
• Exponential estimates for two-parameter martingales
• On Strassen's version of the law of the iterated logarithm for the two- parameter Gaussian process
• Stochastic integrals in the plane
• [https://portal.mardi4nfdi.de/wiki/Publication:3852895 Sur la r�gularit� des trajectoires des Martingales � deux indices]
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• [https://portal.mardi4nfdi.de/wiki/Publication:4076586 Repr�sentation des martingales de carr� integrable relative aux processus de Wiener et de Poisson � n param�tres]
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