Law of the iterated logarithm for solutions of stochastic equations
Анотація
Strassenâs law of the iterated logarithm for a solution $x(t)$ of Itôâs 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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