Publication:2722147
From MaRDI portal
DOI10.1023/A:1010367716473zbMath0971.60061MaRDI QIDQ2722147
V. V. Buldygin, Valerij O. Koval'
Publication date: 11 July 2001
Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)
almost sure convergence; law of iterated logarithm; almost sure boundedness; linear stochastic differential equations
60J25: Continuous-time Markov processes on general state spaces
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60F15: Strong limit theorems
Related Items
Asymptotic equivalence of linear stochastic Itô systems and oscillation of solutions of linear second-order equations, On asymptotic equivalence of solutions of stochastic and ordinary equations, Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process