The small-time Chung-Wichura law for Levy processes with non-vanishing Brownian component
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
| Collections | ANU 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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| File | Description | Size | Format | Image |
|---|---|---|---|---|
| 01_Buchmann_The_small-time_Chung-Wichura_2011.pdf | 320.88 kB | Adobe PDF | Request a copy |
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