The functional law of iterated logarithm for Itô stochastic integrals

DOI10.1007/S10958-015-2354-0MaRDI QIDQ892106zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

large deviationsrandom environmentfunctional law of iterated logarithmItō stochastic integrals

Mathematics Subject Classification ID

Large deviations (60F10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Stochastic integrals (60H05) Processes in random environments (60K37)

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Cites work

• scientific article; zbMATH DE number 3888631 (Why is no real title available?)
• scientific article; zbMATH DE number 3826915 (Why is no real title available?)
• Functional iterated logarithm law for stochastic equations
• Large deviations of stochastic dynamical systems

Cited in

(10)

• The law of the iterated logarithm for sums of exponentially stabilizing functionals
• The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals
• scientific article; zbMATH DE number 3923771 (Why is no real title available?)
• A law of the iterated logarithm for stochastic integrals
• On Chung's law of the iterated logarithm for some stochastic integrals
• scientific article; zbMATH DE number 28053 (Why is no real title available?)
• scientific article; zbMATH DE number 5159152 (Why is no real title available?)
• The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients
• scientific article; zbMATH DE number 3996756 (Why is no real title available?)
• Iterated logarithm law for integral functionals depend on solutions of stochastic equations

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