A functional LIL for integrated stable process

DOI10.1007/S10114-010-6067-5zbMATH Open1196.60052OpenAlexW1969766462MaRDI QIDQ5962276FDOQ5962276

Zhengyan Lin, Rong-Mao Zhang

Publication date: 21 September 2010

Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-010-6067-5

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zbMATH Keywords

small ball probabilityfunctional law of the integrated logarithmweighted occupation measureintegrated \(\alpha \) stable process

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Sample path properties (60G17)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On Multivariate Normal Probabilities of Rectangles: Their Dependence on Correlations
• Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
• An Asymptotic Property of Gaussian Processes. I
• Local asymptotic classes for the successive primitives of Brownian motion
• Regular points for the successive primitives of Brownian motion
• Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
• Path properties of the primitives of a Brownian motion
• A functional LIL and some weighted occupation measure results for fractional Brownian motion
• A functional LIL for symmetric stable processes.
• Chung’s law for integrated Brownian motion
• Chung LIL for integrated \(\alpha\) stable process
• Lower tails of self-similar stable processes

Cited In (4)

• Chung LIL for integrated \(\alpha\) stable process
• A functional LIL for \(d\)-dimensional stable processes; invariance for Lévy- and other weakly convergent processes
• A functional LIL for symmetric stable processes.
• A Lil for Occupation Times of Stable Processes

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