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The log log law for multidimensional stochastic integrals and diffusion processes
Let for t ∈ [ a, b ] ⊂ [0, ∞) where W s is an n -dimensional Wiener process, f(s) an n -vector process and G(s) an n × m matrix process. f and G are nonanticipating and sample continuous. Then the set of limit points of the net …