Stochastic differential equations with interaction and the law of iterated logarithm
Teoriâ slučajnyh processov, Tome 18 (2012) no. 2, pp. 54-58

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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.
Keywords: Law of iterated logarithm, stochastic flow, stochastic differential equation with interaction, measure-valued process.
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     author = {M. P. Lagunova},
     title = {Stochastic differential equations with interaction and the law of iterated logarithm},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {54--58},
     publisher = {mathdoc},
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     year = {2012},
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     url = {http://geodesic.mathdoc.fr/item/THSP_2012_18_2_a5/}
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M. P. Lagunova. Stochastic differential equations with interaction and the law of iterated logarithm. Teoriâ slučajnyh processov, Tome 18 (2012) no. 2, pp. 54-58. http://geodesic.mathdoc.fr/item/THSP_2012_18_2_a5/