Recurrent Solutions of Stochastic Differential Equations with Non-constant Diffusion Coefficients which obey the Law of the Iterated Logarithm
arXiv:1310.2629
Abstract
By using a change of scale and space, we study a class of stochastic differential equations (SDEs) whose solutions are drift--perturbed and exhibit behaviour analogous to standard Brownian motion including to the Law of the Iterated Logarithm (LIL). Sufficient conditions ensuring that these processes obey the LIL are given.
10 pages