A Law of the Iterated Logarithm for Some Additive Functionals of Symmetric Stable Process Via the Strong Approximation
DOI10.1080/15326349.2015.1015571zbMath1325.60033OpenAlexW1771938869MaRDI QIDQ3194557
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Publication date: 20 October 2015
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2015.1015571
law of the iterated logarithmadditive functionalslocal timestrong approximationsymmetric stable processesBarlow-Yor inequality
Strong limit theorems (60F15) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)
Cites Work
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- Large deviations for local times of stable processes and stable random walks in 1 dimension
- Necessary and sufficient conditions for the continuity of local time of Lévy processes
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- \(p\)-variation of the local times of symmetric stable processes and of Gaussian processes with stationary increments
- Limit theorems of occupation times for Markov processes
- Limit theorems for certain functionals associated to stable processes in a Hölder space
- Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
- An iterated logarithm law for local time
- On laws of the iterated logarithm for local times
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