The Annals of Probability

A functional LIL for symmetric stable processes

Xia Chen, James Kuelbs, and Wenbo Li

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Abstract

A functional law of the iterated logarithm is obtained for symmetric stable processes with stationaryindependent increments.This extends the classical liminf results of Chung for Brownian motion, and of Taylor for such remaining processes. It also extends an earlier result of Wichura on Brownian motion.Proofs depend on small ball probability estimates and yield the small ball probabilities of the weighted sup-norm for these processes.

Article information

Source
Ann. Probab., Volume 28, Number 1 (2000), 258-276.

Dates
First available in Project Euclid: 18 April 2002

Permanent link to this document
https://projecteuclid.org/euclid.aop/1019160119

Digital Object Identifier
doi:10.1214/aop/1019160119

Mathematical Reviews number (MathSciNet)
MR1756005

Zentralblatt MATH identifier
1044.60026

Subjects
Primary: 60B17 60G17: Sample path properties 60J30

Keywords
Functional LIL symmetric stable processes small ball probabilities

Citation

Chen, Xia; Kuelbs, James; Li, Wenbo. A functional LIL for symmetric stable processes. Ann. Probab. 28 (2000), no. 1, 258--276. doi:10.1214/aop/1019160119. https://projecteuclid.org/euclid.aop/1019160119


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References

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