Open Access
November 2017 Laws of the iterated logarithm for symmetric jump processes
Panki Kim, Takashi Kumagai, Jian Wang
Bernoulli 23(4A): 2330-2379 (November 2017). DOI: 10.3150/16-BEJ812

Abstract

Based on two-sided heat kernel estimates for a class of symmetric jump processes on metric measure spaces, the laws of the iterated logarithm (LILs) for sample paths, local times and ranges are established. In particular, the LILs are obtained for $\beta$-stable-like processes on $\alpha$-sets with $\beta>0$.

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Panki Kim. Takashi Kumagai. Jian Wang. "Laws of the iterated logarithm for symmetric jump processes." Bernoulli 23 (4A) 2330 - 2379, November 2017. https://doi.org/10.3150/16-BEJ812

Information

Received: 1 April 2015; Revised: 1 January 2016; Published: November 2017
First available in Project Euclid: 9 May 2017

zbMATH: 06778244
MathSciNet: MR3648033
Digital Object Identifier: 10.3150/16-BEJ812

Keywords: Law of the iterated logarithm , Local time , ‎range‎ , sample path , stable-like process , Symmetric jump processes

Rights: Copyright © 2017 Bernoulli Society for Mathematical Statistics and Probability

Vol.23 • No. 4A • November 2017
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