Functional law for the anticipating Ornstein-Uhlenbeck process
type: Item
instance of: scholarly article
title: Functional law for the anticipating Ornstein-Uhlenbeck process
zbMATH Open document ID: 1170.60313
published in: Acta Applicandae Mathematicae
publication date: 2009-06-30T00:00:00Z
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5571774
author: George Stoica
MaRDI profile type: Publication
full work available at URL: s10440-008-9295-2
OpenAlex ID: W1982663076
cites work: Q3875016
cites work: Large deviations and functional iterated logarithm law for diffusion processes
cites work: Limit set of inhomogeneous Ornstein-Uhlenbeck processes, destabilization and annealing
cites work: Iterated logarithm law for anticipating stochastic differential equations
cites work: Large deviations for a class of anticipating stochastic differential equations
cites work: Q4031264
DOI: 10.1007/S10440-008-9295-2
description: scientific article; zbMATH DE number 5571774