Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets (Q1039131)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets |
scientific article |
Statements
Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets (English)
0 references
20 November 2009
0 references
stochastic differential equations
0 references
Brownian motion
0 references
law of the iterated logarithm
0 references
Motoo's theorem
0 references
stochastic comparison principle
0 references
stationary processes
0 references
inefficient market
0 references
