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

DOI10.1007/BF01193056zbMath0767.60034OpenAlexW2065375821MaRDI QIDQ1203919

In-Suk Wee

Publication date: 10 March 1993

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01193056

zbMATH Keywords

law of the iterated logarithmlocal timeLévy processsymmetric stable process

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Cites Work

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• Asymptotic behavior of the local time of a recurrent random walk
• Probability estimates for the small deviations of d-dimensional random walk
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• General one-sided laws of the iterated logarithm
• An iterated logarithm law for local time
• Sojourn times of diffusion processes
• Laws of the iterated logarithm for symmetric stable processes
• A convolution equation and hitting probabilities of single points for processes with stationary independent increments

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