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Small deviations and Chung's law of iterated logarithm for a hypoelliptic Brownian motion on the Heisenberg group

Published 28 Dec 2020 in math.PR | (2012.14045v2)

Abstract: A small ball problem and Chung's law of iterated logarithm for a hypoelliptic Brownian motion in Heisenberg group are proven. In addition, bounds on the limit in Chung's law are established.

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