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The law of the iterated logarithm for local time of a Lévy process

✍ Scribed by In-Suk Wee


Publisher
Springer
Year
1992
Tongue
English
Weight
628 KB
Volume
93
Category
Article
ISSN
1432-2064

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📜 SIMILAR VOLUMES


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