The log log law for multidimensional stochastic integrals and diffusion processes

DOI10.1017/S0004972700047328MaRDI QIDQ5624481zbMATH OpenWikidataFDO

Authors Ludwig Arnold

Publication date 1971

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0004972700047328

Mathematics Subject Classification ID

Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

Cited in

(5)

• Almost sure approximation of Wong-Zakai type for stochastic partial differential equations
• Stochastic Hamiltonian-Jacobi-Bellman equation and stochastic Hamiltonian systems
• Approximation for diffusion in random fields
• Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations
• Continuity properties of Hilbert space valued martingales

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