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The law of iterated logarithm for solutions of stochastic differential equations

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Abstract

We prove the law of iterated logarithm for solutions of stochastic differential equations with perturbed periodic coefficients.

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Makhno, S.Y. The law of iterated logarithm for solutions of stochastic differential equations. Ukr Math J 48, 725–732 (1996). https://doi.org/10.1007/BF02384239

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  • DOI: https://doi.org/10.1007/BF02384239

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