The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients-Reference-Cited by-同舟云学术

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The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients

Published:2022-12-01 Issue:4 Volume:36 Page:
ISSN:0103-0752
Container-title:Brazilian Journal of Probability and Statistics
language:
Short-container-title:Braz. J. Probab. Stat.

Author:

Logachov Artem¹,Logachova Olga²

Affiliation:

1. Laboratory of Probability Theory and Mathematical Statistics, Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk, Russia

2. Department of High Mathematics, Siberian State University of Geosystems and Technologies, Novosibirsk, Russia

Publisher

Institute of Mathematical Statistics

Subject

Statistics and Probability

Reference15 articles.

1. Baldi, P. (1986). Large deviations and functional iterated logarithm law for diffusion processes. Probability Theory and Related Fields 71, 435–453.

2. Budkov, D. S. and Makhno, S. Y. (2011). Law of the iterated logarithm for solutions of stochastic equations. Theory of Probability and Mathematical Statistics 83, 47–57.

3. Bulinskii, A. V. (1981). A new variant of the functional law of the iterated logarithm. Theory of Probability and Its Applications 25, 493–503.

4. Caramellino, L. (1998). Strassen’s law of the iterated logarithm for diffusion processes for small time. Stochastic Processes and Their Applications 74, 1–19.

5. Carfagnini, M., Földes, J. and Herzog, D. P. (2022). A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero. Stochastic Processes and Their Applications 149, 188–223.

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