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A unification of Strassen's law and Lévy's modulus of continuity

✍ Scribed by Carl Mueller


Publisher
Springer
Year
1981
Tongue
English
Weight
601 KB
Volume
56
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