Law of the iterated logarithm for solutions of stochastic equations
D. S. Budkov, S. Ya. Makhno
Abstract
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D. S. Budkov, S. Ya. Makhno
Abstract
Open-access reader
Strassen’s law of the iterated logarithm for a solution $x(t)$ of Itô’s stochastic equation is considered in the paper. We obtain a result for small times in the uniform metric and for a more general normalizing function than the classical $\sqrt { h\ln \ln \frac {1}{h}}$.
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Strassen’s law of the iterated logarithm for a solution $x(t)$ of Itô’s stochastic equation is considered in the paper. We obtain a result for small times in the uniform metric and for a more general normalizing function than the classical $\sqrt { h\ln \ln \frac {1}{h}}$.
Key concepts: Law of the iterated logarithm, Mathematics, Iterated logarithm, Logarithm, Applied mathematics, Natural logarithm, Iterated function, Mathematical analysis