Large deviations and functional law of the iterated logarithm for random processes

DOI10.5802/afst.1023zbMath1053.60021OpenAlexW2316197858MaRDI QIDQ1424019

Toussaint Joseph Rabeherimanana

Publication date: 8 March 2004

Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AFST_2002_6_11_2_201_0

zbMATH Keywords

diffusionlarge deviationlaw of the iterated logarithm

Mathematics Subject Classification ID

Large deviations (60F10) Foundations of stochastic processes (60G05)

Related Items (2)

Small random perturbations of random evolution equations ⋮ Small perturbations of random evolution equations with reflection in Hölder norm

Cites Work

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• A generalized formula of Ito and some other properties of stochastic flows
• On laws of the iterated logarithm for local times
• An invariance principle for the law of the iterated logarithm

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