Abstract
In this paper, we prove some limsup results for increments and lag increments ofG(t), which is a stable processe in random scenery. The proofs rely on the tail probability estimation ofG(t).
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Project (No. 10071072) supported by National Natural Science Foundation of China
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Wei, H. Some limsup results for increments of stable processes in random scenery. J. Zhejiang Univ. Sci. A 3, 579–583 (2002). https://doi.org/10.1631/jzus.2002.0579
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DOI: https://doi.org/10.1631/jzus.2002.0579