small ball probabilities;
Chung's law of the iterated logarithm;
SMALL BALL PROBABILITIES;
D O I:
10.1214/23-ECP542
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
We establish a Chung-type law of the iterated logarithm for the solutions of a class of stochastic heat equations driven by a multiplicative noise whose coefficient depends on the solution, and this dependence takes us away from Gaussian setting. Based on the literature on small ball probabilities and the technique of freezing coefficients, the limiting constant in Chung's law of the iterated logarithm can be evaluated almost surely.
机构:
Univ Felix Houphouet Boigny, UFR Math & Informat, 22 BP 582, Abidjan, Cote IvoireUniv Felix Houphouet Boigny, UFR Math & Informat, 22 BP 582, Abidjan, Cote Ivoire
N'Zi, Modeste
Dakaou, Ibrahim
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机构:
Univ Niamey, FAST, Dept Math & Informat, Niamey, NigerUniv Felix Houphouet Boigny, UFR Math & Informat, 22 BP 582, Abidjan, Cote Ivoire