Functional law of the iterated logarithm type for a skew Brownian motion

DOI10.1090/S0094-9000-2014-00906-0zbMath1309.60031MaRDI QIDQ2923384

Ivan Hryhorovych Krykun

Publication date: 15 October 2014

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

stochastic equationslarge deviation principlefunctional law of the iterated logarithmskew Brownian motion

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Zero noise limit of a stochastic differential equation involving a local time ⋮ On weak convergence of stochastic differential equations with irregular coefficients

Cites Work

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• On skew Brownian motion
• Small perturbation of diffusions in inhomogeneous media
• On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations
• Brownian motions on a half line
• Functional iterated logarithm law for stochastic equations
• Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)
• An invariance principle for the law of the iterated logarithm

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