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large deviations iterated logarithm law 1
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Baldi, P. 1 Ben Arous, G. 1 Kerkyacharian, G. 1
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Stochastic Processes and their Applications 1
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Large deviations and the Strassen theorem in Hölder norm
Baldi, P.; Ben Arous, G.; Kerkyacharian, G. - In: Stochastic Processes and their Applications 42 (1992) 1, pp. 171-180
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,...
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