An inversion of Strassen's law of the iterated logarithm for small time

DOI10.1214/aop/1176989281zbMath0776.60099OpenAlexW2026904486MaRDI QIDQ686783

Nina Gantert

Publication date: 11 October 1993

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

Full work available at URL: https://doi.org/10.1214/aop/1176989281

zbMATH Keywords

asymptotic behaviourSchilder's theoremlocal version of Strassen's law of the iterated logarithmtime inversion of Brownian motion

Mathematics Subject Classification ID

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

Related Items (11)

Law of the iterated logarithm for solutions of stochastic equations ⋮ A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero ⋮ Local functional limit theorems of increments for Brownian motion ⋮ Large deviations and Strassen's limit points of Brownian local time processes ⋮ Functional limit theorems for multiparameter fractional Brownian motion ⋮ The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients ⋮ Moderate deviations and functional LIL for super-Brownian motion ⋮ An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications ⋮ A functional modulus of continuity for a Wiener process ⋮ Strassen's law of the iterated logarithm for diffusion processes for small time ⋮ Quasi sure local convergence rate of a Brownian motion in the Hölder norm

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