Strassen's law of the iterated logarithm for stochastic Volterra equations and applications

DOI10.1080/10451120500114003zbMath1072.60019OpenAlexW1964785338MaRDI QIDQ5312719

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Publication date: 25 August 2005

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10451120500114003

zbMATH Keywords

fractional Brownian motionlarge deviationslocal timehyperbolic stochastic partial differential equation

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Related Items (4)

The law of the iterated logarithm for two-dimensional stochastic Navier-Stokes equations ⋮ Iterated logarithm law for anticipating stochastic differential equations ⋮ Rough Volterra equations. II: Convolutional generalized integrals ⋮ The law of the iterated logarithm for a class of SPDEs

Cites Work

• Large deviations and functional iterated logarithm law for diffusion processes
• Occupation densities
• Stochastic analysis of the fractional Brownian motion
• The law of the solution to a nonlinear hyperbolic SPDE
• Large deviations for stochastic Volterra equations
• On the law of the iterated logarithm for Gaussian processes
• An invariance principle for the law of the iterated logarithm
• Fractional Brownian Motions, Fractional Noises and Applications

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