Эта публикация цитируется в 2 статьях

Stochastic differential equations with interaction and the law of iterated logarithm

M. P. Lagunova

Institute of Mathematics of the NAS of Ukraine

Аннотация: We consider a one-dimensional stochastic differential equation with interaction with no drift part. For single trajectories, we obtain the result similar to the law of iterated logarithm for a Wiener process.

Ключевые слова: Law of iterated logarithm, stochastic flow, stochastic differential equation with interaction, measure-valued process.

MSC: Primary 60H10; Secondary 60G17

Язык публикации: английский

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