The law of the iterated logarithm for local time of a Lévy process

Research output: Contribution to journalArticle

4 Citations (Scopus)


Let {Xt} be a one-dimensional Lévy process with local time L(t, x) and L*(t)=sup{L(t, x): x ∈ ℝ}. Under an assumption which is more general than being a symmetric stable process with index α>1, we obtain a LIL for L*(t). Also with an additional condition of symmetry, a LIL for range is proved.

Original languageEnglish
Pages (from-to)359-376
Number of pages18
JournalProbability Theory and Related Fields
Issue number3
Publication statusPublished - 1992 Sep 1


ASJC Scopus subject areas

  • Mathematics(all)
  • Analysis
  • Statistics and Probability

Cite this