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Small-time versions of Strassen's law for Levy processes

Maller, Ross

Description

We study aspects of the 'small-time' behaviour (as t ↓ 0) of a Lévy process X(t), obtaining a very general small-time version of Strassen's almost sure (a.s.) functional law of the iterated logarithm (LIL) for random walks. The class of Lévy processes

CollectionsANU Research Publications
Date published: 2009
Type: Journal article
URI: http://hdl.handle.net/1885/32605
Source: Proceedings of the London Mathematical Society
DOI: 10.1112/plms/pdn041

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