The functional law of iterated logarithm for Itô stochastic integrals
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| 024 | 7 | 0 | |a 10.1007/s10958-015-2354-0 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10958-015-2354-0 | ||
| 100 | 1 | |a Logachov |D Artem |u Institute of Applied Mathematics and Mechanics of NASU, 74, R. Luxemburg Str., 83114, Donetsk, Ukraine |4 aut | |
| 245 | 1 | 4 | |a The functional law of iterated logarithm for Itô stochastic integrals |h [Elektronische Daten] |c [Artem Logachov] |
| 520 | 3 | |a The functional law of iterated logarithm is proved for the sequence of random processes θ n t = θ ˜ n nt φ n n , θ ˜ n t = ∫ 0 t f n ω s d w s , $$ {\theta}_n(t)=\frac{{\tilde{\theta}}_n(nt)}{\varphi (n)\sqrt{n}},\kern0.36em {\tilde{\theta}}_n(t)={\displaystyle \underset{0}{\overset{t}{\int }}{f}_n\left(\omega, s\right)dw(s),} $$ where w(s) is an F s -adapted Wiener process given on the probabilistic space (Ω,F,F t , P), t ≥ 0, the random processes f n (ω, s) are F s -progressively measurable, and n ∈ ℕ, φ(n) is a monotonically increasing function tending to +∞. | |
| 540 | |a Springer Science+Business Media New York, 2015 | ||
| 690 | 7 | |a Large deviations |2 nationallicence | |
| 690 | 7 | |a law of iterated logarithm |2 nationallicence | |
| 690 | 7 | |a Itô integral |2 nationallicence | |
| 690 | 7 | |a random environment |2 nationallicence | |
| 773 | 0 | |t Journal of Mathematical Sciences |d Springer US; http://www.springer-ny.com |g 207/1(2015-05-01), 47-58 |x 1072-3374 |q 207:1<47 |1 2015 |2 207 |o 10958 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10958-015-2354-0 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10958-015-2354-0 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Logachov |D Artem |u Institute of Applied Mathematics and Mechanics of NASU, 74, R. Luxemburg Str., 83114, Donetsk, Ukraine |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Journal of Mathematical Sciences |d Springer US; http://www.springer-ny.com |g 207/1(2015-05-01), 47-58 |x 1072-3374 |q 207:1<47 |1 2015 |2 207 |o 10958 | ||