A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero
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Publication:2137755
DOI10.1016/j.spa.2022.03.012zbMath1490.60201arXiv2106.13288OpenAlexW3176075908MaRDI QIDQ2137755
David P. Herzog, Juraj Földes, Marco Carfagnini
Publication date: 16 May 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.13288
Strong limit theorems (60F15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Hypoelliptic equations (35H10)
Related Items (3)
The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients ⋮ The method of stochastic characteristics for linear second-order hypoelliptic equations ⋮ An application of the Gaussian correlation inequality to the small deviations for a Kolmogorov diffusion
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