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

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