Abstract
Let (Wt) = (W t l , W t l , ..., W t d ), d≧2, t≧0, denote a (standard) d-dimensional Brownian motion and let x(t), A(t) be measurable functions from [0, ∞] into ℍd and sd, sd the space of dxd skew-symmetric matrices, respectively which are bounded on every interval [0, T], T>0. Define the stochastic process (L t A,x ) by Open image in new window the stochastic integral being defined in the sense of K. Ito. Based on a formula for the joint characteristic function of Wt and L t A,x we give an iterated logarithm type result for those processes where A(t) ≡ A and x(t) ≡ x.
Full Text
Paper version not known (
Free)
Published Version
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call