Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets (Q1039131)
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scientific article; zbMATH DE number 5636605
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets |
scientific article; zbMATH DE number 5636605 |
Statements
Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets (English)
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20 November 2009
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stochastic differential equations
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Brownian motion
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law of the iterated logarithm
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Motoo's theorem
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stochastic comparison principle
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stationary processes
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inefficient market
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0.9239309
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0.92293406
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0.91693187
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0.9146451
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0.90873605
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