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

Buchmann, Boris; Maller, Ross

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

Date

2011

Authors

Buchmann, Boris

Maller, Ross

Publisher

Springer

Abstract

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