We 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...

We use integration by parts formulas to give estimates for the Lp norm of the Riesz transform. This is motivated by the representation formula for conditional expectations of functionals on the Wiener space already given in Malliavin and Thalmaier (2006) [13]. As a consequence, we obtain...