Functional iterated logarithm law for stochastic equations
Sergey Ya. Makhno · Stochastics and stochastics reports · 2000
The full description of the set of limit points of the sequence are defined by solutions of Ito stochastic equations whose coefficients depend on a jump process with a finite set of values is given. We show that with probability one this set coincides with a functional space. This is an extension of V. Strassen's functional iterated logarithm law for Brownian motion.