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Эта публикация цитируется в 2 научных статьях (всего 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.
Образец цитирования:
M. P. Lagunova, “Stochastic differential equations with interaction and the law of iterated logarithm”, Theory Stoch. Process., 18(34):2 (2012), 54–58
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp29 https://www.mathnet.ru/rus/thsp/v18/i2/p54
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Страница аннотации: | 122 | PDF полного текста: | 47 | Список литературы: | 41 |
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