A functional LIL for integrated . stable process

Authors
Zhang, Rong Mao Yan Lin, Zheng
Citation
Zhang, Rong Mao et Yan Lin, Zheng, A functional LIL for integrated . stable process, Acta mathematica Sinica. English series (Print) , 26(2), 2010, pp. 393-404
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
26
Issue
2
Year of publication
2010
Pages
393 - 404
Database
ACNP
SICI code
Abstract
Let {X(t), t . .+} be an integrated . stable process. In this paper, a functional law of the iterated logarithm (LIL) is derived via estimating the small ball probability of X. As a corollary, the classical Chung LIL of X is obtained. Furthermore, some results about the weighted occupation measure of X(t) are established.