Strassen’s law of the iterated logarithm for diffusion processes for small time11Partially supported by research funds of the MURST “Processi Stocastici”.

Caramellino, Lucia

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Publication date

May 1998

DOI

10.1016/S0304-4149(97)00100-2

Publisher

Elsevier Science B.V.

ISSN

0304-4149

Abstract

AbstractWe study the Strassen’s law of the iterated logarithm for diffusion processes for small values of the parameter. For the Brownian Motion this result can be obtained by time reversal, a technique which is not easy to reproduce for diffusion processes. A number of examples and applications are discussed

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Strassen’s law of the iterated logarithm for diffusion processes for small time11Partially supported by research funds of the MURST “Processi Stocastici”.

Abstract

Extracted data

Strassen’s law of the iterated logarithm for diffusion processes for small time11Partially supported by research funds of the MURST “Processi Stocastici”.

Abstract

Extracted data

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