A law of the iterated logarithm for stochastic integrals

DOI10.1016/0304-4149(93)90015-VMaRDI QIDQ689461zbMATH OpenFDO

Authors Jia-gang Wang

Publication date 19 January 1994

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

law of the iterated logarithmstochastic integralspredictable processestimation of spectral functionItô calculus

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Strong limit theorems (60F15) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Recommendations

• A law of the iterated logarithm for processes with independent increments
• The functional law of iterated logarithm for Itô stochastic integrals
• On the other law of the iterated logarithm
• Laws of the iterated logarithm for locally square integrable martingales
• A NONCLASSICAL LAW OF THE ITERATED LOGARITHM FOR I.I.D. SQUARE INTEGRABLE RANDOM VARIABLES. II

Cites work

• scientific article; zbMATH DE number 4149414 (Why is no real title available?)
• scientific article; zbMATH DE number 4034749 (Why is no real title available?)
• scientific article; zbMATH DE number 3584689 (Why is no real title available?)
• A strong law of large numbers for local martingales
• Calcul stochastique et problèmes de martingales
• Iterated Logarithm laws for weighted averages

Cited in

(24)

• On upper functions for integral quadratic functionals based on time-varying Ornstein-Uhlenbeck process
• A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space.
• Optimal controller for a nonautonomous linear stochastic system with a two-sided cost functional
• scientific article; zbMATH DE number 1536448 (Why is no real title available?)
• Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type
• Optimal control for a linear quadratic problem with a stochastic time scale
• Stochastic exponentials and logarithms on stochastic intervals. A survey
• A law of the iterated logarithm for processes with independent increments
• On Optimal Linear Regulator with Polynomial Process of External Excitations
• scientific article; zbMATH DE number 4034758 (Why is no real title available?)
• The functional law of iterated logarithm for Itô stochastic integrals
• Asymptotic behavior of SIRS models in state-dependent random environments
• scientific article; zbMATH DE number 1563210 (Why is no real title available?)
• Optimal superexponential stabilization of solutions of linear stochastic differential equations
• On upper functions for anomalous diffusions governed by time-varying Ornstein-Uhlenbeck process
• The asymptotic behavior of locally square integrable martingales
• On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs
• On Chung's law of the iterated logarithm for some stochastic integrals
• On the asymptotic behavior of mixed Poisson processes
• scientific article; zbMATH DE number 5159152 (Why is no real title available?)
• scientific article; zbMATH DE number 922945 (Why is no real title available?)
• scientific article; zbMATH DE number 1537437 (Why is no real title available?)
• Laws of the iterated logarithm for locally square integrable martingales
• scientific article; zbMATH DE number 1536447 (Why is no real title available?)

This page was built for publication: A law of the iterated logarithm for stochastic integrals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q689461)