A law of the iterated logarithm for stochastic integrals

DOI10.1016/0304-4149(93)90015-VzbMath0779.60028MaRDI QIDQ689461

Jia-gang Wang

Publication date: 19 January 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

law of the iterated logarithmstochastic integralspredictable processItô calculusestimation of spectral function

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Strong limit theorems (60F15) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (10)

On Optimal Linear Regulator with Polynomial Process of External Excitations ⋮ Optimal controller for a nonautonomous linear stochastic system with a two-sided cost functional ⋮ Optimal superexponential stabilization of solutions of linear stochastic differential equations ⋮ Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type ⋮ On the asymptotic behavior of mixed Poisson processes ⋮ On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs ⋮ On Upper Functions for Integral Quadratic Functionals Based on Time-Varying Ornstein--Uhlenbeck Process ⋮ Optimal control for a linear quadratic problem with a stochastic time scale ⋮ Asymptotic behavior of SIRS models in state-dependent random environments ⋮ On Upper Functions for Anomalous Diffusions Governed by Time-Varying Ornstein--Uhlenbeck Process

Cites Work

• Calcul stochastique et problèmes de martingales
• A strong law of large numbers for local martingales
• Iterated Logarithm laws for weighted averages
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