Strassen theorems for a class of iterated processes

Csáki, Endre; Földes, Antónia; Révész, Pál

doi:10.1090/S0002-9947-97-01717-0

Strassen theorems for a class of iterated processes
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by Endre Csáki, Antónia Földes and Pál Révész

Trans. Amer. Math. Soc. 349 (1997), 1153-1167

DOI: https://doi.org/10.1090/S0002-9947-97-01717-0

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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 $W(L_t)$, 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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