A law of the iterated logarithm for stable processes in random scenery

Davar Khoshnevisan and Thomas M. Lewis

Stochastic Processes and their Applications, 1998, vol. 74, issue 1, 89-121

Abstract: We prove a law of the iterated logarithm for stable processes in a random scenery. The proof relies on the analysis of a new class of stochastic processes which exhibit long-range dependence.

Keywords: Brownian; motion; in; stable; scenery; Law; of; the; iterated; logarithm; Quasi-association (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (11)

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