ON THE LOCAL-RATE OF GROWTH OF LEVY PROCESSES WITH NO POSITIVE JUMPS

被引：6

作者：

BERTOIN, J

机构：

[1] Laboratoire de Probabilités (CNRS), tour 56, Université Pierre et Marie Curie, 4, Place Jussieu

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1995年 / 55卷 / 01期

关键词：

LEVY PROCESS; RATE OF GROWTH;

D O I：

10.1016/0304-4149(94)00031-N

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This note is concerned with the local rate of growth of Levy processes with no positive jumps. The main result is that an analogue of Khintchin's law of the iterated logarithm holds at the instant of a local minimum.

引用

页码：91 / 100

页数：10

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