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Strassen's local law of the iterated logarithm for Lévy's area

✍ Scribed by Modeste N'Zi

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
288 KB
Volume
324
Category
Article
ISSN
0764-4442

No coin nor oath required. For personal study only.

✦ Synopsis

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 du logurithme it&G de Strassen pour l'aire de L&y R&sum& Nous montroas une loi de Strussen en zero pour le processus de l'aire de L&y Contrairement au cas brownien, I'argument de l'inversion du temps semble ne pas marcher. Ici. la dtfmmonstrution utilisr les ~grundes de'viations pour les processus de d$fusion i2 co@icienrs de d$fusion petits.

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