Iterated logarithm law for anticipating stochastic differential equations

DOI10.1007/s10959-007-0114-xzbMath1159.60024arXiv0707.2650OpenAlexW2003723476MaRDI QIDQ939124

David Márquez-Carreras, Carles Rovira

Publication date: 21 August 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0707.2650

zbMATH Keywords

large deviationsiterated logarithm lawanticipating stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

Related Items (2)

The law of the iterated logarithm for two-dimensional stochastic Navier-Stokes equations ⋮ Functional law for the anticipating Ornstein-Uhlenbeck process

Cites Work

• Unnamed Item
• Large deviations and functional iterated logarithm law for diffusion processes
• Stochastic calculus with anticipating integrands
• A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
• Large deviations for a class of anticipating stochastic differential equations
• Strassen's law of the iterated logarithm for stochastic Volterra equations and applications

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