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Law of the iterated logarithm for solutions of stochastic differential equations

 

作者: P. Sundar,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1987）
卷期: Volume 5, issue 3  

页码: 311-321

 

ISSN:0736-2994

 

年代: 1987

 

DOI:10.1080/07362998708809119

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

We prove the law of the iterated logarithm for solutions of Stochastic Differential Equations (SDEs) driven by continuous semiraartingales, under suitable conditions. This extends a result of Kulinich for classical diffusions to solutions of SDEs which are not necessarily Markov

 

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