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The small-time Chung-Wichura law for Levy processes with non-vanishing Brownian component

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Buchmann, Boris; Maller, Ross

Description

We give a "small time" functional version of Chung's "other" law of the iterated logarithm for Lévy processes with non-vanishing Brownian component. This is an analogue of the "other" law of the iterated logarithm at "large times" for Lévy processes and

CollectionsANU Research Publications
Date published: 2011
Type: Journal article
URI: http://hdl.handle.net/1885/37646
Source: Probability Theory and Related Fields
DOI: 10.1007/s00440-009-0255-1

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