A law of the iterated logarithm for stochastic processes defined by differential equations with a small parameter

DOI10.1214/aop/1176988724zbMath0806.60017OpenAlexW2018858054MaRDI QIDQ1336559

Andrew J. Heunis, Michael A. Kouritzin

Publication date: 20 November 1994

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988724

zbMATH Keywords

ordinary differential equationcentral limit theoremlaws of the iterated logarithmmixing processess

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic systems in control theory (general) (93E03) Functional limit theorems; invariance principles (60F17)

Related Items (5)

The law of iterated logarithm for the estimations of diffusion-type processes ⋮ \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps ⋮ Invariance principles for parabolic equations with random coefficients ⋮ The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients ⋮ Rates for branching particle approximations of continuous-discrete filters

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