Local laws of the iterated logarithm for diffusions
type: Item
instance of: scholarly article
title: Local laws of the iterated logarithm for diffusions
zbMATH Open document ID: 0567.60077
author: Richard F. Bass
author: K. Bruce Erickson
published in: The Annals of Probability
publication date: 1985-01-01T00:00:00Z
review text: This paper considers a general one-dimensional diffusion which is reflecting at zero. Under mild regularity on the speed measure M near zero (it must have a strictly positive abolutely continuous part near zero) laws of the iterated logarithm are obtained at zero.
reviewed by: Wilfrid S. Kendall
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 3905596
zbMATH Keywords: Bessel process
zbMATH Keywords: regularity on the speed measure
zbMATH Keywords: laws of the iterated logarithm
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176993014
OpenAlex ID: W2107424816
DOI: 10.1214/AOP/1176993014
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description: scientific article; zbMATH DE number 3905596