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)

zbMATH Keywords

law of the iterated logarithmstochastic integralspredictable process[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD+calculus&go=Go It�� calculus]estimation of spectral function

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

• A strong law of large numbers for local martingales
• Calcul stochastique et problèmes de martingales
• Iterated Logarithm laws for weighted averages
• Title not available (Why is that?)
• Title not available (Why is that?)
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Cited In (15)

• 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
• On Upper Functions for Anomalous Diffusions Governed by Time-Varying Ornstein--Uhlenbeck Process
• Title not available (Why is that?)
• On Optimal Linear Regulator with Polynomial Process of External Excitations
• 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
• Title not available (Why is that?)
• On Upper Functions for Integral Quadratic Functionals Based on Time-Varying Ornstein--Uhlenbeck Process
• On the asymptotic behavior of mixed Poisson processes

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