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
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