A law of the iterated logarithm for stochastic integrals

DOI10.1016/0304-4149(93)90015-VzbMATH Open0779.60028MaRDI QIDQ689461FDOQ689461

Jia-gang Wang

Publication date: 19 January 1994

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

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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)

Cites Work

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• A strong law of large numbers for local martingales
• Calcul stochastique et problèmes de martingales
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• Iterated Logarithm laws for weighted averages

Cited In (22)

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• 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
• Title not available (Why is that?)
• On Upper Functions for Anomalous Diffusions Governed by Time-Varying Ornstein--Uhlenbeck Process
• Title not available (Why is that?)
• On Chung's law of the iterated logarithm for some stochastic integrals
• On Optimal Linear Regulator with Polynomial Process of External Excitations
• Title not available (Why is that?)
• Optimal control for a linear quadratic problem with a stochastic time scale
• Asymptotic behavior of SIRS models in state-dependent random environments
• Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type
• Stochastic exponentials and logarithms on stochastic intervals. A survey
• Title not available (Why is that?)
• Optimal superexponential stabilization of solutions of linear stochastic differential equations
• On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs
• The asymptotic behavior of locally square integrable martingales
• Title not available (Why is that?)
• On Upper Functions for Integral Quadratic Functionals Based on Time-Varying Ornstein--Uhlenbeck Process
• A law of the iterated logarithm for processes with independent increments
• On the asymptotic behavior of mixed Poisson processes

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