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

Research output: Contribution to journalArticle

4 Citations (Scopus)

Abstract

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
Volume93
Issue number3
DOIs
Publication statusPublished - 1992 Sep 1

Fingerprint

Symmetric Stable Processes
Law of the Iterated Logarithm
Local Time
Symmetry
Range of data
Local time

ASJC Scopus subject areas

  • Mathematics(all)
  • Analysis
  • Statistics and Probability

Cite this

The law of the iterated logarithm for local time of a Lévy process. / Wee, In-Suk.

In: Probability Theory and Related Fields, Vol. 93, No. 3, 01.09.1992, p. 359-376.

Research output: Contribution to journalArticle

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