Local Strassen's Law of the Iterated Logarithm for Diffusion Processes in H
Acta mathematica scientia,Series A
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Liu Yonghong; Gao Fuqing
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Abstract: In this paper, the authors obtain the functional law of the iterated logarithm for diffusion processes by large deviations in Holder norm. As an application, the authors obtain the functional law of the iterated logarithm for iterated Ito integrals.
Key words: Diffusion processes, Local functional law of the iterated logarithm, Large deviation, Holder norm
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Liu Yonghong; Gao Fuqing.
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URL: http://121.43.60.238/sxwlxbA/EN/
http://121.43.60.238/sxwlxbA/EN/Y2006/V26/I5/785
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