An inversion of Strassen's law of the iterated logarithm for small time
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Publication:686783
DOI10.1214/aop/1176989281zbMath0776.60099OpenAlexW2026904486MaRDI QIDQ686783
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
asymptotic behaviourSchilder's theoremlocal version of Strassen's law of the iterated logarithmtime inversion of Brownian motion
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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