Stochastic differential equations with interaction and the law of iterated logarithm

M. P. Lagunova
Theory of Stochastic Processes
Vol.18 (34), no.2, 2012, pp.54-58
We consider a one-dimensional stochastic differential equation with interaction with no drift part. For single trajectories, we obtain the result similar to the law of iterated logarithm for a Wiener process.