Laws of the iterated logarithm for symmetric jump processes

被引：10
|
作者：
Kim, Panki [1 ,2 ]
Kumagai, Takashi [3 ]
Wang, Jian [4 ]
机构：
[1] Seoul Natl Univ, Dept Math Sci, Bldg 27,1 Gwanak Ro, Seoul 08826, South Korea
[2] Seoul Natl Univ, Res Inst Math, Bldg 27,1 Gwanak Ro, Seoul 08826, South Korea
[3] Kyoto Univ, Res Inst Math Sci, Kyoto 6068502, Japan
[4] Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou 350007, Peoples R China
来源：
BERNOULLI | 2017年 / 23卷 / 4A期
基金：
中国国家自然科学基金; 新加坡国家研究基金会;
关键词：
law of the iterated logarithm; local time; range; sample path; stable-like process; symmetric jump processes; PARABOLIC HARNACK INEQUALITY; SAMPLE PATH PROPERTIES; BROWNIAN-MOTION; LOCAL-TIMES; RANDOM-WALKS; UPPER-BOUNDS; HEAT; CONTINUITY; FRACTALS; BEHAVIOR;
D O I：
10.3150/16-BEJ812
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：
Based on two-sided heat kernel estimates for a class of symmetric jump processes on metric measure spaces, the laws of the iterated logarithm (LILs) for sample paths, local times and ranges are established. In particular, the LILs are obtained for beta-stable-like processes on alpha-sets with beta > 0.
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页码：2330 / 2379
页数：50
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