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A connection between Strassen's and Donsker-Varadhan's laws of the iterated logarithm

✍ Scribed by Carl Mueller


Publisher
Springer
Year
1991
Tongue
English
Weight
920 KB
Volume
87
Category
Article
ISSN
1432-2064

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Strassen's local law of the iterated log
✍ Modeste N'Zi πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 288 KB

We prove a Strassen's law of the iterated logarithm at zero for L&y's area process. Contrary to the Brownian case, the time inversion argument doesn't seem to work. Here, the main tool in the proof is large deviations estimates for diffusion processes with small diffusion coefficients. Loi locale