The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component
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Publication:718871
DOI10.1007/s00440-009-0255-1zbMath1232.60035OpenAlexW1965314102MaRDI QIDQ718871
Boris Buchmann, Ross A. Maller
Publication date: 27 September 2011
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1885/37646
functional limit theoremLévy processalmost sure convergencecluster setslocal behaviouriterated logarithm lawsother law of the iterated logarithm
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)
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On the other LIL for variables without finite variance, Lower functions and Chung's LILs of the generalized fractional Brownian motion, Small time Chung-type LIL for Lévy processes, General Law of iterated logarithm for Markov processes: Liminf laws
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