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

Journal Brazilian Journal of Probability and Statistics
ISSN: 0103-0752
Output data Year: 2022, Volume: 36, Number: 4, Pages: 675-684 Pages count : 10 DOI: 10.1214/22-bjps547
Tags Large Deviations Principle , Law of the iterated logarithm , Stochastic differential equations
Authors Logachov Artem 1 , Logachova Olga 2
Affiliations
1 Laboratory of Probability Theory and Mathematical Statistics, Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk, Russia
2 Department of High Mathematics, Siberian State University of Geosystems and Technologies, Novosibirsk, Russia

Abstract: The functional law of the iterated logarithm is obtained for solutions of stochastic differential equations with random coefficients.
Cite: Logachov A. , Logachova O.
The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients
Brazilian Journal of Probability and Statistics. 2022. V.36. N4. P.675-684. DOI: 10.1214/22-bjps547 WOS Scopus РИНЦ OpenAlex
Dates:
Submitted: Feb 1, 2022
Accepted: Aug 1, 2022
Published print: Dec 21, 2022
Published online: Dec 21, 2022
Identifiers:
Web of science: WOS:000906578500002
Scopus: 2-s2.0-85144875578
Elibrary: 59121007
OpenAlex: W4312072428
Citing: Пока нет цитирований
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