The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients

DOI10.1214/22-BJPS547zbMath1503.60071MaRDI QIDQ2679723

Yanyan Li

Publication date: 23 January 2023

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationslaw of the iterated logarithmlarge deviations principle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Large deviations (60F10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• An inversion of Strassen's law of the iterated logarithm for small time
• The theory of stochastic processes. III.
• The functional law of iterated logarithm for Itô stochastic integrals
• Large deviations and functional iterated logarithm law for diffusion processes
• A law of the iterated logarithm for stochastic processes defined by differential equations with a small parameter
• The law of iterated logarithm for solution of stochastic equations with periodic coefficients
• Strassen's law of the iterated logarithm for diffusion processes for small time
• A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero
• Law of the iterated logarithm for solutions of stochastic equations
• A New Variant of the Functional Law of the Iterated Logarithm
• [https://portal.mardi4nfdi.de/wiki/Publication:3914144 A unification of Strassen's law and L�vy's modulus of continuity]
• An invariance principle for the law of the iterated logarithm

This page was built for publication: The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients