A functional LIL for symmetric stable processes.

DOI10.1214/aop/1019160119zbMath1044.60026OpenAlexW2079117548MaRDI QIDQ1872511

Wenbo V. Li, Xia Chen, James Kuelbs

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aop/1019160119

zbMATH Keywords

functional law of the iterated logarithmsymmetric stable processessmall ball probabilities

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sample path properties (60G17) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)

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A functional LIL for \(d\)-dimensional stable processes; invariance for Lévy- and other weakly convergent processes ⋮ A necessary and sufficient condition of existence of global solutions for some nonlinear hyperbolic equations ⋮ The first exit time of a Brownian motion from an unbounded convex domain ⋮ A functional LIL for \(m\)-fold integrated Brownian motion ⋮ A functional LIL for stochastic integrals and the Lévy area process ⋮ The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component ⋮ A functional LIL for integrated \(\alpha \) stable process

Cites Work

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• On the Maximum Partial Sums of Sequences of Independent Random Variables
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