Acta mathematica scientia,Series A

• Articles • Previous Articles     Next Articles

Local Strassen's Law of the Iterated Logarithm for Diffusion Processes in H

Liu Yonghong; Gao Fuqing   

  1. School of Mathematics and Computer Science, Hubei University, Wuhan 430062;
    Department of Mathematics, Wuhan Polytechnical Institute, Wuhan 430023
  • Received:2004-02-14 Revised:2006-06-25 Online:2006-10-25 Published:2006-10-25
  • Contact: Liu Yonghong

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

CLC Number: 

  • 60F10
Trendmd