Large deviations and Strassen's limit points of Brownian local time processes

DOI10.1016/S0167-7152(96)00206-4zbMath0888.60031MaRDI QIDQ1365174

Bin Chen

Publication date: 28 August 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Brownian motionlarge deviationslocal time processesStrassen's limit points

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10) Local time and additive functionals (60J55)

Cites Work

• Unnamed Item
• Unnamed Item
• An inversion of Strassen's law of the iterated logarithm for small time
• How big are the increments of the local time of a Wiener process?
• Large deviations for the maximum local time of stable Lévy processes
• Laws of the iterated logarithm for the local times of symmetric Lévy processes and recurrent random walks
• A function space large deviation principle for certain stochastic integrals
• An iterated logarithm law for local time
• On laws of the iterated logarithm for local times
• Some Asymptotic Formulas for Wiener Integrals

This page was built for publication: Large deviations and Strassen's limit points of Brownian local time processes