Solutions of Stochastic Differential Equations obeying the Law of the Iterated Logarithm, with applications to financial markets
Author:
Affiliation:
1. Dublin City University, Ireland
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://projecteuclid.org/download/pdf_1/euclid.ejp/1464819494
Cited by 5 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
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3. Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion;Applicable Analysis;2017-07-12
4. Existence and asymptotic behaviour of some time-inhomogeneous diffusions;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2013-02-01
5. On the Almost Sure Running Maxima of Solutions of Affine Stochastic Functional Differential Equations;SIAM Journal on Mathematical Analysis;2010-01
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