Law of the iterated logarithm for solutions of stochastic differential equations

DOI10.1080/07362998708809119zbMath0632.60052OpenAlexW2048010647MaRDI QIDQ3769709

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Publication date: 1987

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998708809119

zbMATH Keywords

law of the iterated logarithmcontinuous local martingale

Mathematics Subject Classification ID

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

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Cites Work

• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
• On the Law of the Iterated Logarithm for One-Dimensional Diffusion Processes