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

In Suk Wee

doi:10.1007/BF01193056

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

In Suk Wee

* Honorary professors

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Abstract

Let {X_t} 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 language	English
Pages (from-to)	359-376
Number of pages	18
Journal	Probability Theory and Related Fields
Volume	93
Issue number	3
DOIs	https://doi.org/10.1007/BF01193056
Publication status	Published - 1992 Sept

ASJC Scopus subject areas

Analysis
Statistics and Probability
Statistics, Probability and Uncertainty

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10.1007/BF01193056

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abstract = "Let {Xt} be a one-dimensional L{\'e}vy 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.",

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AB - 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.

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

Abstract

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