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Strassen theorems for a class of iterated processes
Author(s):
Endre
Csáki;
Antónia
Földes;
Pál
Révész
Journal:
Trans. Amer. Math. Soc.
349
(1997),
1153-1167.
MSC (1991):
Primary 60J65;
Secondary 60F15, 60F17
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Abstract:
A general direct Strassen theorem is proved for a class of stochastic processes and applied for iterated processes such as  , where  is a standard Wiener process and  is a local time of a Lévy process independent from  .
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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:
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
Copyright of article:
Copyright
1997,
American Mathematical Society
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