The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component

DOI10.1007/s00440-009-0255-1zbMath1232.60035MaRDI QIDQ718871

Boris Buchmann, Ross A. Maller

Publication date: 27 September 2011

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

Full work available at URL: http://hdl.handle.net/1885/37646

zbMATH Keywords

functional limit theorem; Lévy process; almost sure convergence; cluster sets; local behaviour; iterated logarithm laws; other law of the iterated logarithm

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60F05: Central limit and other weak theorems

60F15: Strong limit theorems

60J65: Brownian motion

60F17: Functional limit theorems; invariance principles

Related Items

Small time Chung-type LIL for Lévy processes

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