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

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Date

2009

Authors

Maller, Ross

Journal Title

Journal ISSN

Volume Title

Publisher

London Mathematical Society

Abstract

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

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Citation

URI

http://hdl.handle.net/1885/32605

Collections

ANU Research Publications

Source

Proceedings of the London Mathematical Society

Type

Journal article

Book Title

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Access Statement

License Rights

DOI

10.1112/plms/pdn041

Restricted until

2037-12-31

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01_Maller_Small-time_versions_of_2009.pdf (377.55 KB)

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