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

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