scientific article; zbMATH DE number 751034

MaRDI QIDQ4764553zbMATH OpenFDO

Authors In-Suk Wee

Publication date 16 July 1995

zbMATH Keywords

law of iterated logarithmlocal timeLévy processstable process

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Markov processes (60J99)

Recommendations

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Cited in

(19)

• Local laws of the iterated logarithm for diffusions
• On the distribution of the Hilbert transform of the local time of a symmetric Lévy process
• The law of the iterated logarithm for local time of a Lévy process
• A law of the iterated logarithm for processes with independent increments
• Laws of the iterated logarithm for the local times of recurrent random walks on Z^ 2 and of Lévy processes and random walks in the domain of attraction of Cauchy random variables
• Laws of the iterated logarithm for the local times of symmetric Lévy processes and recurrent random walks
• An extension of local time
• Laws of the iterated logarithm of chover-type for operator stable Lévy processes
• Iterated logarithm law for local times for a class of Gaussian processes
• Large deviations and laws of the iterated logarithm for the local times of additive stable processes
• A law of the iterated logarithm of Chover type for multidimensional Lévy processes
• Local time of a diffusion in a stable Lévy environment
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• The "local" law of the iterated logarithm for processes related to Lévy's stochastic area process
• Large deviations for the maximum local time of stable Lévy processes
• Laws of the iterated logarithm for a class of iterated processes

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