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Brownian Motion in Small Time, Strassen’s Iterated Logarithm

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An Introduction to the Theory of Large Deviations

Part of the book series: Universitext ((UTX))

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Abstract

We are now going to repeat the computation carried out in the preceding, only this time we will be dealing with Wiener measures on path space instead of Gauss measure on the line. We need some preliminaries.

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© 1984 Springer-Verlag New York Inc.

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Stroock, D.W. (1984). Brownian Motion in Small Time, Strassen’s Iterated Logarithm. In: An Introduction to the Theory of Large Deviations. Universitext. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8514-1_2

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  • DOI: https://doi.org/10.1007/978-1-4613-8514-1_2

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-96021-0

  • Online ISBN: 978-1-4613-8514-1

  • eBook Packages: Springer Book Archive

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