Strassen's law of the iterated logarithm for diffusion processes for small time
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Publication:1805740
DOI10.1016/S0304-4149(97)00100-2zbMath0932.60034MaRDI QIDQ1805740
Publication date: 18 November 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Related Items (12)
A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero ⋮ The law of iterated logarithm for the estimations of diffusion-type processes ⋮ Asymptotic variability analysis for a two-stage tandem queue. I: The functional law of the iterated logarithm ⋮ Large deviations related to the law of the iterated logarithm for Itô diffusions ⋮ The law of the iterated logarithm for two-dimensional stochastic Navier-Stokes equations ⋮ The (functional) law of the iterated logarithm of the sojourn time for a multiclass queue ⋮ The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients ⋮ General large deviations and functional iterated logarithm law for multivalued stochastic differential equations ⋮ Functional Law of the Iterated Logarithm for Multiclass Queues with Preemptive Priority Service Discipline: The Overloaded Case ⋮ An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications ⋮ A functional law of the iterated logarithm for multi-class queues with batch arrivals ⋮ Asymptotic behaviors for functionals of random dynamical systems
Cites Work
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- An inversion of Strassen's law of the iterated logarithm for small time
- Ecole d'ete de probabilités de Saint-Flour VIII-1978. Edite par P. L. Hennequin
- Large deviations and functional iterated logarithm law for diffusion processes
- Étude de processus généralisant l'aire de Lévy
- [https://portal.mardi4nfdi.de/wiki/Publication:3914144 A unification of Strassen's law and L�vy's modulus of continuity]
- An invariance principle for the law of the iterated logarithm
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