Solutions of Stochastic Differential Equations obeying the Law of the Iterated Logarithm, with applications to financial markets

Author:

Appleby John1,Wu Huizhong1

Affiliation:

1. Dublin City University, Ireland

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Kinetic time-inhomogeneous Lévy-driven model;Latin American Journal of Probability and Mathematical Statistics;2024

2. Typical long-time behavior of ground state-transformed jump processes;Communications in Contemporary Mathematics;2019-02-18

3. Asymptotic Behavior of Solutions of Stochastic Differential Equations;Probability Theory and Stochastic Modelling;2018

4. Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion;Applicable Analysis;2017-07-12

5. Existence and asymptotic behaviour of some time-inhomogeneous diffusions;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2013-02-01

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