Large deviations and the Strassen theorem in Hölder norm

P. Baldi, G. Ben Arous and G. Kerkyacharian

Stochastic Processes and their Applications, 1992, vol. 42, issue 1, 171-180

Abstract: We prove that Schilder's theorem, giving large deviations estimates for the Brownian motion multiplied by a small parameter, still holds with the sup-norm replaced by any Hölder norm with exponent. We produce examples which show that this is effectively a stronger result and, as an application, we prove Strassen's Iterated Logarithm Law in these stronger topologies.

Keywords: large; deviations; iterated; logarithm; law (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (8)

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