Law of the iterated logarithm for the increments of stable subordinators

Let X(t), t[epsilon][0,[infinity]) be a stable subordinator defined on a probability space ([omega], H, P) and let ar,t>0, be a non-negative valued function. Under certain conditions on at, it is shown that there exists a function [beta](t) such that Also, iterated logarithm results for mint(X(t+a1)-X(t)>d) as d-->[infinity] are discussed.

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Year of publication:	1988
Authors:	Vasudeva, R. ; Divanji, G.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 28.1988, 2, p. 293-300
Publisher:	Elsevier
Keywords:	stable subordinators iterated logarithm laws first crossing time process

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874790