The functional law of iterated logarithm for Itô stochastic integrals

DOI10.1007/s10958-015-2354-0zbMath1327.60084OpenAlexW2017185595MaRDI QIDQ892106

N. E. Zubov

Publication date: 18 November 2015

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-015-2354-0

zbMATH Keywords

large deviationsrandom environmentfunctional law of iterated logarithmItō stochastic integrals

Mathematics Subject Classification ID

Strong limit theorems (60F15) Large deviations (60F10) Stochastic integrals (60H05) Processes in random environments (60K37) Functional limit theorems; invariance principles (60F17)

Related Items (1)

The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients

Cites Work

• Functional iterated logarithm law for stochastic equations
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