Law of the iterated logarithm for solutions of stochastic equations
Work
Year: 2011
Type: article
Abstract: Strassenâs law of the iterated logarithm for a solution $x(t)$ of Itôâs stochastic equation is considered in the paper. We obtain a result for small times in the uniform metric and for a more gen... more
Authors D. S. Budkov, S. Ya. Makhno
Institutions Institute of Applied Mathematics and Mechanics, National Academy of Sciences of Ukraine
Cites: 9
Cited by: 2
Related to: 10
FWCI:
Citation percentile (by year/subfield): 59.6
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze