A functional LIL for integrated α stable process

Zhang, Rong Mao; Lin, Zong

doi:10.1007/s10114-010-6067-5

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“…. Such estimates have been previously studied for processes {Z t } t≥0 that are symmetric α-stable processes [8], fractional Brownian motions [12], certain stochastic integrals [13], m-fold integrated Brownian motions [30], and integrated α-stable processes [31]. In particular, the stochastic integrals studied in [13] are essentially finite-dimensional versions of the class of stochastic integral processes we study, and the proof that we give for Theorem 1.3 follows the outline of the proof of small ball estimates in that reference.…”

Section: Introductionmentioning

confidence: 99%