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

✍ Scribed by Boris Buchmann; Ross Maller

Publisher: Springer
Year: 2009
Tongue: English
Weight: 321 KB
Volume: 149
Category: Article
ISSN: 1432-2064
DOI: 10.1007/s00440-009-0255-1

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Law of the iterated logarithm for Lévy's

Law of the iterated logarithm for Lévy's area process composed with Brownian motion

✍ Daniel Neuenschwander 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 268 KB

Let {A(t)}-o~~o is an independent Brownian motion. Then we prove the following local law of the iterated logarithm for the composed process {A(W(t))}t>.o: (2)3/2/ t~o tl/2(loglog(1/t)) 3/2= "3 ~"