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Transactions of the American Mathematical Society
Transactions of the American Mathematical Society
ISSN 1088-6850(online) ISSN 0002-9947(print)

 

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
Email: csaki@novell.math-inst.hu

Antónia Földes
Affiliation: College of Staten Island, CUNY, 2800 Victory Blvd., Staten Island, New York 10314
Email: foldes@postbox.csi.cuny.edu

Pál Révész
Affiliation: Institut für Statistik und Wahrscheinlichkeitstheorie, Technische Universität Wien, A-1040 Wien, Austria
Email: revesz@ci.tuwien.ac.at

DOI: http://dx.doi.org/10.1090/S0002-9947-97-01717-0
PII: S 0002-9947(97)01717-0
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