Strassen theorems for a class of iterated processes-Reference-Cited by-同舟云学术

Strassen theorems for a class of iterated processes

Published:1997 Issue:3 Volume:349 Page:1153-1167
ISSN:0002-9947
Container-title:Transactions of the American Mathematical Society
language:en
Short-container-title:Trans. Amer. Math. Soc.

Author:

Csáki Endre,Földes Antónia,Révész Pál

Abstract

A general direct Strassen theorem is proved for a class of stochastic processes and applied for iterated processes such as W ( L t ) W(L_t) , where W ( ⋅ ) W(\cdot ) is a standard Wiener process and L . L_. is a local time of a Lévy process independent from W ( ⋅ ) W(\cdot ) .

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Link

http://www.ams.org/tran/1997-349-03/S0002-9947-97-01717-0/S0002-9947-97-01717-0.pdf

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