On the local and asymptotic behavior of Brownian motion on simply connected nilpotent Lie groups

DOI10.1007/BF02410112zbMath0831.60009OpenAlexW2028295216WikidataQ115392292 ScholiaQ115392292MaRDI QIDQ1900326

René Schott, Daniel Neuenschwander

Publication date: 26 November 1995

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

Full work available at URL: https://doi.org/10.1007/bf02410112

zbMATH Keywords

Erdös-Rényi law of large numberslocal and asymptotic behavior of Brownian motionmodulus of continuity of Brownian motionVenttsel'- Frejdlin theory

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Cites Work

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• Large deviations and functional iterated logarithm law for diffusion processes
• Filtrations and asymptotic automorphisms on nilpotent Lie groups
• Representations and stochastic processes on groups of type-H
• On a new law of large numbers
• A smooth subadditive homogeneous norm on a homogeneous group
• Croissance et mouvements browniens d'un groupe de Lie nilpotent et simplement connexe
• Fundamental Solutions for a Class of Hypoelliptic PDE Generated by Composition of Quadratic Forms
• The "local" law of the iterated logarithm for processes related to Lévy's stochastic area process

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