On the Law of the Iterated Logarithm for One-Dimensional Diffusion Processes

DOI10.1137/1129071MaRDI QIDQ3736644zbMATH OpenOpenAlexFDO

Authors G. L. Kulinich

Publication date 1985

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1129071

zbMATH Keywords

law of iterated logarithmrandom time changestrong law of large numbers

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cited in

(5)

• Kemeny's constant for one-dimensional diffusions
• Law of the iterated logarithm for solutions of stochastic differential equations
• scientific article; zbMATH DE number 4040957 (Why is no real title available?)
• On the log-normal diffusion process
• ∈-upper and lower functions for maximum likelihood estimator for processes driven by fractional Brownian motion

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