Upper and lower classes for 2 - and p-norms of Brownian motion and norms of [alpha]-stable motion

J. M. P. Albin

Stochastic Processes and their Applications, 1995, vol. 58, issue 1, 91-103

Abstract: We study the growth of [integral operator]t[theta]t [xi](s)pds as t [short up arrow] [infinity] for Brownian and [alpha]-stable motions [xi].

Keywords: Upper; and; lower; classes; LIL; Brownian; motion; [alpha]-stable; motion (search for similar items in EconPapers)
Date: 1995
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