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Laws of the iterated logarithm and large deviations for a class of diffusionl processes
Authors:Bruno Remillard  Donald A Dawson
Abstract:We use the martingale approach to study large deviations and laws of the iterated logarithm for certain multidimensional diffusion processes. The criteria for the validity of these properties are expressed in terms of averaging properties of the coefficients of the infinitesimal generator. In particular we apply our results to diffusion processes with random coefficients.
Keywords:Large deviations  laws of the iterated logarithm  diffusions with random coefficients
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