Lower tails of self-similar stable processes

DOI10.2307/3318535zbMATH Open0951.60046OpenAlexW2079776151MaRDI QIDQ1385010FDOQ1385010

Authors: Gennady Samorodnitsky 

Publication date: 25 May 1998

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/9033

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Mathematics Subject Classification ID

Self-similar stochastic processes (60G18)

Cited In (9)

• Title not available (Why is that?)
• A functional LIL for integrated \(\alpha \) stable process
• Small deviation probability via chaining
• A functional LIL for symmetric stable processes.
• Evaluating the small deviation probabilities for subordinated Lévy processes
• Small deviations for stable processes via compactness properties of the parameter set
• Chung's law for homogeneous Brownian functionals
• Fractional Lévy stable motion time-changed by gamma subordinator
• A remark on self-similar processes with stationary increments

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