STRASSEN THEOREMS FOR A CLASS OF ITERATED PROCESSES

Authors
CSAKI E FOLDES A REVESZ P
Citation
E. Csaki et al., STRASSEN THEOREMS FOR A CLASS OF ITERATED PROCESSES, Transactions of the American Mathematical Society, 349(3), 1997, pp. 1153-1167
Citations number
20
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Transactions of the American Mathematical Society → ACNP
ISSN journal
00029947
Volume
349
Issue
3
Year of publication
1997
Pages
1153 - 1167
Database
ISI
SICI code
0002-9947(1997)349:3<1153:STFACO>2.0.ZU;2-Y
Abstract
A general direct Straasen theorem is proved for a class of stochastic processes and applied for iterated processes such as W (L(t)), where M (.) is a standard Wiener process and L(.) is a local time of a Levy pr ocess independent from W(.).