Chung's law for homogeneous Brownian functionals

DOI10.1216/RMJ-2010-40-2-561zbMath1210.60029arXiv0704.3519OpenAlexW1988026292MaRDI QIDQ976557

Thomas Simon, Aimé Lachal

Publication date: 14 June 2010

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0704.3519

zbMATH Keywords

large deviation probabilityself-similarityfunctional of Brownian motionfirst-exit timeChung's law of the iterated logarithmsmall ball probabilities

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Large deviations (60F10) Local time and additive functionals (60J55)

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Tail probability estimates for additive functionals ⋮ Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting)

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