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Strassen’s law of the iterated logarithm for diffusion processes for small time

✍ Scribed by Lucia Caramellino


Book ID
108432987
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
160 KB
Volume
74
Category
Article
ISSN
0304-4149

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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