Law of the iterated logarithm for solutions of stochastic equations

DOI10.1090/S0094-9000-2012-00840-5zbMath1251.60027OpenAlexW2056013563MaRDI QIDQ2890718

Dmitrii S. Budkov, Sergei Ya. Makhno

Publication date: 11 June 2012

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2012-00840-5

zbMATH Keywords

law of the iterated logarithmlarge deviationsstochastic equation

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Large deviations for solutions of one dimensional Itô equations ⋮ The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients

Cites Work

• An inversion of Strassen's law of the iterated logarithm for small time
• Exact rates of convergence to Brownian local time
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