Law of the iterated logarithm for solutions of stochastic differential equations

DOI10.1080/07362998708809119zbMATH Open0632.60052OpenAlexW2048010647MaRDI QIDQ3769709FDOQ3769709

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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

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zbMATH Keywords

law of the iterated logarithmcontinuous local martingale

Mathematics Subject Classification ID

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

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

Cited In (10)

• Deterministic and stochastic equations of motion arising in Oldroyd fluids of order one: existence, uniqueness, exponential stability and invariant measures
• A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space.
• Law of the iterated logarithm for solutions of stochastic equations
• Title not available (Why is that?)
• Well-posedness and invariant measures for a class of stochastic 3D Navier-Stokes equations with damping driven by jump noise
• Comparison between solutions of SDEs and ODEs
• Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets
• A Note on the Solution of a Stochastic Partial Differential Equation
• Iterated logarithm law for anticipating stochastic differential equations
• The law of the iterated logarithm for the solution of the Burgers equation with random initial data

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