Functional law for the anticipating Ornstein-Uhlenbeck process

DOI10.1007/S10440-008-9295-2MaRDI QIDQ1028010zbMATH OpenOpenAlexFDO

Authors George Stoica

Publication date 30 June 2009

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10440-008-9295-2

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

• scientific article; zbMATH DE number 3678842 (Why is no real title available?)
• scientific article; zbMATH DE number 148788 (Why is no real title available?)
• Iterated logarithm law for anticipating stochastic differential equations
• Large deviations and functional iterated logarithm law for diffusion processes
• Large deviations for a class of anticipating stochastic differential equations
• Limit set of inhomogeneous Ornstein-Uhlenbeck processes, destabilization and annealing

Cited in

(1)

• The Onsager-Machlup functional for a class of anticipating processes

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