A functional LIL for stochastic integrals and the Lévy area process

DOI10.1007/s10959-003-2604-9zbMath1075.60022OpenAlexW2055899050MaRDI QIDQ1780924

James Kuelbs, Wenbo V. Li

Publication date: 14 June 2005

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-003-2604-9

zbMATH Keywords

occupation measurefunctional law of the iterated logarithmsmall ball probabilitiesLévy's stochastic area process

Mathematics Subject Classification ID

Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)

Related Items (2)

On Chung's law of the iterated logarithm for the Brownian time Lévy's area process ⋮ Hypoelliptic heat kernels on infinite-dimensional Heisenberg groups

Cites Work

• Invariance principles for stochastic area and related stochastic integrals
• A functional LIL and some weighted occupation measure results for fractional Brownian motion
• A functional LIL for symmetric stable processes.
• On Chung's law of the iterated logarithm for some stochastic integrals

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