Strassen's local law for diffusion processes under strong topologies
type: Item
instance of: scholarly article
title: Strassen's local law for diffusion processes under strong topologies
zbMATH Open document ID: 1031.60074
author: Modeste N'Zi
author: M'hamed Eddahbi
published in: Acta Mathematica Vietnamica
publication date: 2004-02-20T00:00:00Z
review text: 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.
reviewed by: Nina Gantert
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 1916895
zbMATH Keywords: Strassen's law of the iterated logarithm
zbMATH Keywords: diffusion processes
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1916895