Work

On Sample Functions Behavior of Stable Processes

Year: 2006
Type: preprint
Abstract: We investigate the asymptotic behavior of sample functions of stable processes when $t{\to}\infty$. We compare our results with the iterated logarithm law, results for the first hitting time and most visited sites problems.
Language: English
Open Access status: green
OpenAlex ID: W1612883263
Cites: 7
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Related to: 10