Stable-bounded subsets of \(L^{\alpha}\), and sample unboundedness of symmetric stable processes (Q801592)

Let \(X_ t\) be the Lévy symmetric process with index \(\alpha\in [1,2)\), and let C be a convex, symmetric subset of \(L^{\alpha}[0,1]\). The author shows that if C does not have compact closure then \(\sup_{f}| \int^{1}_{0}f(t)dX(t)|\) is infinite with probability one. Examples are given that show that the conclusion of this theorem fails when \(0<\alpha <1\) and that the converse of this theorem is not true. The author's result extends a result of Dudley for the case \(\alpha =2\).