Strassen theorem in holder norm for some brownian functionals

Modeste N'Zi

Annales mathématiques Blaise Pascal (1997)

  • Volume: 4, Issue: 2, page 49-59
  • ISSN: 1259-1734

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N'Zi, Modeste. "Strassen theorem in holder norm for some brownian functionals." Annales mathématiques Blaise Pascal 4.2 (1997): 49-59. <http://eudml.org/doc/79190>.

@article{NZi1997,
author = {N'Zi, Modeste},
journal = {Annales mathématiques Blaise Pascal},
keywords = {law of the iterated logarithm; large deviations techniques; Brownian sheet},
language = {eng},
number = {2},
pages = {49-59},
publisher = {Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal},
title = {Strassen theorem in holder norm for some brownian functionals},
url = {http://eudml.org/doc/79190},
volume = {4},
year = {1997},
}

TY - JOUR
AU - N'Zi, Modeste
TI - Strassen theorem in holder norm for some brownian functionals
JO - Annales mathématiques Blaise Pascal
PY - 1997
PB - Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal
VL - 4
IS - 2
SP - 49
EP - 59
LA - eng
KW - law of the iterated logarithm; large deviations techniques; Brownian sheet
UR - http://eudml.org/doc/79190
ER -

References

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  1. [1] P. Baldi(1986). Large deviations and functional iterated logarithm law for diffusion processes. Probab. Theory Rel. Fields71, 435-453. Zbl0587.60074MR824713
  2. [2] P. Baldi and G. Ben Arousand G. Kerkyacharian(1992). Large deviations and the Strassen theorem in Hölder norm. Stoch. Proc. Appl.42, 171-180. Zbl0757.60014MR1172514
  3. [3] G. Ben Arousand M. Ledoux(1993). Grandes déviations de Freidlin-Wentzell en norme hölderienne. C. R. Acad. Sci. Série I, t. 319, 293-299. Zbl0811.60019MR1329119
  4. [4] H. Doss and P. Priouret(1983). Petites pertubations de systèmes dynamiques avec réflection. Lecture Notes Math.986, 353-370. Zbl0529.60061
  5. [5] M. Eddahbi(1996). Large deviations for solutions of hyperbolic SPDEs in Hölder norm. Potential Anal.(to appear). Zbl0894.60027MR1467204
  6. [6] J. Kuelbs and W.V. Li(1993). Small ball estimates for Brownian motion and Brownian sheet. J. Theor. Probab.6(3), 547-577. Zbl0780.60079MR1230346
  7. [7] M. N'zi(1994). On large deviations estimates for two parameter diffusion processes and applications. Stoch. Stoch. Reports50, 65-83. Zbl0831.60041MR1784744
  8. [8] M. N'zi and R. Theodorescu(1993). On an extension of Lévy's area process to higher dimensions. Stoch. Proc. Appl.44, 243-264. Zbl0770.60040MR1200410
  9. [9] S. Orey and W.E. Pruitt(1973). Sample functions of the N-parameter Wiener process. Ann. Probab.1, 138-163. Zbl0284.60036MR346925
  10. [10] J. Park(1974). On Strassen's version of the law of the iterated logarithm for the two parameter Gaussian process. J. Multivariate Anal.4, 479-485. Zbl0292.60046MR368117
  11. [11] B. Roynette(1993). Mouvement brownien et espace de Besov. Stoch. Stoch. Reports43, 221-260. Zbl0808.60071MR1277166

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