Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets.
Appleby, John A.D. ; Wu, Huizhong
Electronic Communications in Probability [electronic only], Tome 14 (2009), p. 912-959 / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
EUDML-ID : urn:eudml:doc:227247 
@article{05636605,
     title = {Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {14},
     year = {2009},
     pages = {912-959},
     zbl = {1191.60069},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636605}
}

Appleby, John A.D.; Wu, Huizhong. Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets.. Electronic Communications in Probability [electronic only], Tome 14 (2009) pp. 912-959. http://gdmltest.u-ga.fr/item/05636605/