The log log law for multidimensional stochastic integrals and diffusion processes

DOI10.1017/S0004972700047328MaRDI QIDQ5624481zbMATH OpenWikidataFDO

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)

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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