On Chung's law of the iterated logarithm for some stochastic integrals

DOI10.1214/aop/1176988483zbMath0840.60030OpenAlexW1987589876MaRDI QIDQ1904481

Bruno Rémillard

Publication date: 18 June 1996

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988483

zbMATH Keywords

large deviationsstochastic integralsChung's law of the iterated logarithmLévy's area process

Mathematics Subject Classification ID

Strong limit theorems (60F15) Large deviations (60F10) Stochastic integrals (60H05)

Related Items (5)

Small deviations and Chung’s law of iterated logarithm for a hypoelliptic Brownian motion on the Heisenberg group ⋮ On Chung's law of the iterated logarithm for the Brownian time Lévy's area process ⋮ Chung's law of the iterated logarithm for a class of stochastic heat equations ⋮ A functional LIL for stochastic integrals and the Lévy area process ⋮ An application of the Gaussian correlation inequality to the small deviations for a Kolmogorov diffusion

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