The log log law for multidimensional stochastic integrals and diffusion processes

DOI10.1017/S0004972700047328zbMATH Open0219.60047WikidataQ114850032 ScholiaQ114850032MaRDI QIDQ5624481FDOQ5624481

Authors: Ludwig Arnold 

Publication date: 1971

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

• Title not available (Why is that?)

Cited In (5)

• Approximation for diffusion in random fields
• Stochastic Hamiltonian-Jacobi-Bellman equation and stochastic Hamiltonian systems
• Almost sure approximation of Wong-Zakai type for stochastic partial differential equations
• Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations
• Continuity properties of Hilbert space valued martingales

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