The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component
DOI10.1007/S00440-009-0255-1zbMATH Open1232.60035OpenAlexW1965314102MaRDI QIDQ718871FDOQ718871
Authors: Boris Buchmann, Ross A. Maller 
Publication date: 27 September 2011
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1885/37646
Recommendations
almost sure convergencefunctional limit theoremcluster setsiterated logarithm lawslocal behaviourother law of the iterated logarithmLévy process
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Brownian motion (60J65) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
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Cited In (6)
- Lower functions and Chung's LILs of the generalized fractional Brownian motion
- Small time Chung-type LIL for Lévy processes
- On the small-time behaviour of Lévy-type processes
- Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions
- On the other LIL for variables without finite variance
- General Law of iterated logarithm for Markov processes: Liminf laws
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