The small-time Chung-Wichura law for Levy processes with non-vanishing Brownian component
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
|Collections||ANU Research Publications|
|Source:||Probability Theory and Related Fields|
|01_Buchmann_The_small-time_Chung-Wichura_2011.pdf||320.88 kB||Adobe PDF|
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