Functional Law for the Anticipating Ornstein-Uhlenbeck Process

被引：0

作者：

Stoica, George ^{[1
]}

机构：

[1] Univ New Brunswick, Dept Math Sci, St John, NB E2L 4L5, Canada

来源：

ACTA APPLICANDAE MATHEMATICAE | 2009年 / 106卷 / 02期

关键词：

Simple logarithm law; Ornstein-Uhlenbeck process with anticipating initial data; STOCHASTIC DIFFERENTIAL-EQUATIONS; ITERATED LOGARITHM LAW; LARGE DEVIATIONS;

D O I：

10.1007/s10440-008-9295-2

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We prove a functional law of simple logarithm for the Ornstein-Uhlenbeck process with anticipating initial data.

引用

页码：275 / 278

页数：4

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