Title
Law of the Iterated Logarithm for Solutions of Stochastic Differential Equations
Document Type
Article
Publication Date
1-1-1987
Abstract
We prove the law of the iterated logarithm for solutions of Stochastic Differential Equations (SDEs) driven by continuous semiraartingales, under suitable conditions. This extends a result of Kulinich for classical diffusions to solutions of SDEs which are not necessarily Markov. Copyright © 1987 by Marcel Dekker, Inc.
Publication Source (Journal or Book title)
Stochastic Analysis and Applications
First Page
311
Last Page
321
Recommended Citation
Sundar, P. (1987). Law of the Iterated Logarithm for Solutions of Stochastic Differential Equations. Stochastic Analysis and Applications, 5 (3), 311-321. https://doi.org/10.1080/07362998708809119
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