Functional law for the anticipating Ornstein-Uhlenbeck process

DOI10.1007/s10440-008-9295-2zbMath1170.60313OpenAlexW1982663076MaRDI QIDQ1028010

Gheorghe Stoica

Publication date: 30 June 2009

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-008-9295-2

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Iterated logarithm law for anticipating stochastic differential equations
• Large deviations and functional iterated logarithm law for diffusion processes
• Limit set of inhomogeneous Ornstein-Uhlenbeck processes, destabilization and annealing
• Large deviations for a class of anticipating stochastic differential equations

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