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Transactions of the American Mathematical Society

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Strassen theorems for a class of
iterated processes

Authors: Endre Csáki, Antónia Földes and Pál Révész
Journal: Trans. Amer. Math. Soc. 349 (1997), 1153-1167
MSC (1991): Primary 60J65; Secondary 60F15, 60F17
MathSciNet review: 1373631
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Abstract | References | Similar Articles | Additional Information

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

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Additional Information

Endre Csáki
Affiliation: Mathematical Institute of the Hungarian Academy of Sciences, Budapest, P.O.B. 127, H-1364, Hungary

Antónia Földes
Affiliation: College of Staten Island, CUNY, 2800 Victory Blvd., Staten Island, New York 10314

Pál Révész
Affiliation: Institut für Statistik und Wahrscheinlichkeitstheorie, Technische Universität Wien, A-1040 Wien, Austria

Keywords: Iterated Brownian motions, iterated processes, Strassen method, local times
Received by editor(s): August 3, 1995
Additional Notes: The first author was supported by the Hungarian National Foundation for Scientific Research, Grant No. T 016384 and T 019346
The second author was supported by a PSC CUNY Grant, No. 6-663642
Article copyright: © Copyright 1997 American Mathematical Society