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

被引：0

作者：

Logachov, Artem ^{[1
]}

Logachova, Olga ^{[2
]}

机构：

[1] Russian Acad Sci, Sobolev Inst Math, Siberian Branch, Lab Probabil Theory & Math Stat, Novosibirsk, Russia

[2] Siberian State Univ Geosyst & Technol, Dept High Math, Novosibirsk, Russia

来源：

BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS | 2022年 / 36卷 / 04期

关键词：

  Large deviations principle; law of the iterated logarithm; stochastic differential equa-tions; STRASSEN LAW;

D O I：

10.1214/22-BJPS547

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The functional law of the iterated logarithm is obtained for solu-tions of stochastic differential equations with random coefficients.

引用

收藏

页码：675 / 684

页数：10

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