The functional law of iterated logarithm for Itô stochastic integrals
DOI10.1007/S10958-015-2354-0zbMATH Open1327.60084OpenAlexW2017185595MaRDI QIDQ892106FDOQ892106
Authors: N. E. Zubov 
Publication date: 18 November 2015
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-015-2354-0
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Large deviations (60F10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Stochastic integrals (60H05) Processes in random environments (60K37)
Cites Work
Cited In (10)
- A law of the iterated logarithm for stochastic integrals
- The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients
- Title not available (Why is that?)
- On Chung's law of the iterated logarithm for some stochastic integrals
- The law of the iterated logarithm for sums of exponentially stabilizing functionals
- Iterated logarithm law for integral functionals depend on solutions of stochastic equations
- The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
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