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The law of the iterated logarithm for local time of a Lévy process
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  • Published: September 1992

The law of the iterated logarithm for local time of a Lévy process

  • In-Suk Wee1 

Probability Theory and Related Fields volume 93, pages 359–376 (1992)Cite this article

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  • 5 Citations

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Summary

Let {X t } be a one-dimensional Lévy process with local timeL(t, x) andL *(t)=sup{L(t, x): x ∈ ℝ}. Under an assumption which is more general than being a symmetric stable process with index α>1, we obtain a LIL forL*(t). Also with an additional condition of symmetry, a LIL for range is proved.

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Authors and Affiliations

  1. Department of Mathematics, Korea University, Seoul, Korea

    In-Suk Wee

Authors
  1. In-Suk Wee
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Additional information

This research is supported by a grant from Korea Science and Engineering Foundations

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Cite this article

Wee, IS. The law of the iterated logarithm for local time of a Lévy process. Probab. Th. Rel. Fields 93, 359–376 (1992). https://doi.org/10.1007/BF01193056

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  • Received: 11 March 1991

  • Revised: 27 January 1992

  • Issue Date: September 1992

  • DOI: https://doi.org/10.1007/BF01193056

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Keywords

  • Stochastic Process
  • Probability Theory
  • Local Time
  • Additional Condition
  • Mathematical Biology
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