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

DOI10.1137/1129071zbMath0601.60056OpenAlexW2028169278MaRDI QIDQ3736644

Grigori 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

strong law of large numberslaw of iterated logarithmrandom time change

Mathematics Subject Classification ID

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

Related Items (2)

∈-upper and lower functions for maximum likelihood estimator for processes driven by fractional Brownian motion ⋮ Law of the iterated logarithm for solutions of stochastic differential equations

This page was built for publication: On the Law of the Iterated Logarithm for One-Dimensional Diffusion Processes