Strassen theorem in Hölder norm for some Brownian functionals

DOI10.5802/ambp.97zbMath0897.60034OpenAlexW2084151953MaRDI QIDQ1381934

Modeste N'zi

Publication date: 1 April 1998

Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AMBP_1997__4_2_49_0

zbMATH Keywords

Brownian sheetlaw of the iterated logarithmlarge deviations techniques

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65)

Cites Work

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• Small ball estimates for Brownian motion and the Brownian sheet
• Large deviations and functional iterated logarithm law for diffusion processes
• Large deviations and the Strassen theorem in Hölder norm
• On an extension of Lévy's stochastic area process to higher dimensions
• On Strassen's version of the law of the iterated logarithm for the two- parameter Gaussian process
• Large deviations for solutions of hyperbolic SPDE's in the Hölder norm
• Sample functions of the \(N\)-parameter Wiener process
• Mouvement brownien et espaces de besov
• On large deviation estimates for two parameter diffusion processes and applications

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