Strassen's local law for diffusion processes under strong topologies
The authors consider diffusions given as solutions of stochastic differential equations. They prove a functional law of the iterated logarithm for small times, in a strong topology related to the Besov-Orlicz norms. The proof follows the strategy of \textit{P. Baldi} [Probab. Theory Relat. Fields 71, 435-453 (1986; Zbl 0587.60074)], using a large deviation principle due to the first author.
Strassen's law of the iterated logarithm
scientific article; zbMATH DE number 1916895