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On Chung’s law of the iterated logarithm for the Brownian time Lévy’s area process

✍ Scribed by Liu, Jin V.


Book ID
120185483
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
375 KB
Volume
83
Category
Article
ISSN
0167-7152

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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