December 2022 The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients
Artem Logachov, Olga Logachova
Author Affiliations +
Braz. J. Probab. Stat. 36(4): 675-684 (December 2022). DOI: 10.1214/22-BJPS547

Abstract

The functional law of the iterated logarithm is obtained for solutions of stochastic differential equations with random coefficients.

Acknowledgments

The paper is dedicated to the memory of my teacher and supervisor S.Y. Makhno.

Finally, the authors thank an anonymous referee for careful reading of the paper and a good suggestions that helped to improve the presentation of the results.

Citation

Download Citation

Artem Logachov. Olga Logachova. "The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients." Braz. J. Probab. Stat. 36 (4) 675 - 684, December 2022. https://doi.org/10.1214/22-BJPS547

Information

Received: 1 February 2022; Accepted: 1 August 2022; Published: December 2022
First available in Project Euclid: 21 December 2022

MathSciNet: MR4524513
zbMATH: 1503.60071
Digital Object Identifier: 10.1214/22-BJPS547

Keywords: Large Deviations Principle , Law of the iterated logarithm , Stochastic differential equations

Rights: Copyright © 2022 Brazilian Statistical Association

Vol.36 • No. 4 • December 2022
Back to Top