𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On Strassen's version of the law of the iterated logarithm for the two-parameter Gaussian process

✍ Scribed by W.J Park


Book ID
107880017
Publisher
Elsevier Science
Year
1974
Tongue
English
Weight
326 KB
Volume
4
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


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