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A relation between Chung's and Strassen's laws of the iterated logarithm

✍ Scribed by E. Csáki


Publisher
Springer
Year
1980
Tongue
English
Weight
519 KB
Volume
54
Category
Article
ISSN
1432-2064

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Strassen's local law of the iterated log
✍ Modeste N'Zi 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 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