A Functional LIL for Integrated α Stable Process  

作　　者：Rong Mao ZHANG Zheng Yan LIN 

机构地区：[1]Department of Mathematics, Zhejiang University, Hangzhou 310027, P. R. China

出　　处：《Acta Mathematica Sinica,English Series》2010年第2期393-404,共12页数学学报（英文版）

基　　金：Supported by National Natural Science Foundation of China (Grant Nos. 10131040, 10371109 and 10801118)

摘　　要：Let {X（t）,t ∈ R＋} be an integrated α stable process. In this paper, a functional law of the iterated logarithm （LIL） is derived via estimating the small ball probability of X. As a corollary,, the classical Chung LIL of X is obtained. Furthermore, some results about the weighted occupation measure of X（t） are established.Let {X（t）,t ∈ R＋} be an integrated α stable process. In this paper, a functional law of the iterated logarithm （LIL） is derived via estimating the small ball probability of X. As a corollary,, the classical Chung LIL of X is obtained. Furthermore, some results about the weighted occupation measure of X（t） are established.

关 键 词：integrated α stable process functional law of the integrated logarithm small ball probability weighted occupation measure 

分 类 号：O177[理学—数学] TP332[理学—基础数学]