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