Márquez, David (Márquez Carreras)Rovira Escofet, Carles2024-11-182024-11-182007-09-140894-9840https://hdl.handle.net/2445/216550We prove a functional law of iterated logarithm for the following kind of anticipating stochastic differential equations $$ \xi_t^u=X_0^u+\frac{1}{\sqrt{\log \log u}} \sum_{j=1}^k \int_0^t A_j^u\left(\xi_s^u\right) \circ d W_s^j+\int_0^t A_0^u\left(\xi_s^u\right) d s $$ where $u>e, W=\left\{\left(W_t^1, \ldots, W_t^k\right), 0 \leq t \leq 1\right\}$ is a standard $k$ dimensional Wiener process, $A_0^u, A_1^u, \ldots, A_k^u: \mathbb{R}^d \longrightarrow \mathbb{R}^d$ are functions of class $\mathcal{C}^2$ with bounded partial derivatives up to order $2, X_0^u$ is a random vector not necessarily adapted and the first integral is a generalized Stratonovich integral .14 p.application/pdfeng(c) Springer Verlag, 2007Equacions diferencials estocàstiquesAnàlisi estocàsticaStochastic differential equationsStochastic analysisinfo:eu-repo/semantics/article5542402024-11-18info:eu-repo/semantics/openAccess