Let {X（t）,t ∈ R＋} be an integrated α stable process. In this paper, a functional law of the iterated logarithm （LIL） is derived via estimating the small ball probability of X. As a corollary,, the classical C...Let {X（t）,t ∈ R＋} be an integrated α stable process. In this paper, a functional law of the iterated logarithm （LIL） is derived via estimating the small ball probability of X. As a corollary,, the classical Chung LIL of X is obtained. Furthermore, some results about the weighted occupation measure of X（t） are established.展开更多
Let {Xm（t）, t∈R＋} be an m-Fold integrated Brownian motion. In this paper, with the help of small ball probability estimate, a functional law of the iterated logarithm （LIL） for Xm（t） is established. This exten...Let {Xm（t）, t∈R＋} be an m-Fold integrated Brownian motion. In this paper, with the help of small ball probability estimate, a functional law of the iterated logarithm （LIL） for Xm（t） is established. This extends the classic Chung type liminf result for this process. Furthermore, a result about the weighted occupation measure for Xm（t） is also obtained.展开更多
基金Supported by National Natural Science Foundation of China (Grant Nos. 10131040, 10371109 and 10801118)
文摘Let {X（t）,t ∈ R＋} be an integrated α stable process. In this paper, a functional law of the iterated logarithm （LIL） is derived via estimating the small ball probability of X. As a corollary,, the classical Chung LIL of X is obtained. Furthermore, some results about the weighted occupation measure of X（t） are established.
基金Project supported by the National Natural Science Foundation of China (No.10131040)the Specialized Research Fund for the Doctor Program of Higher Education (No.2002335090).
文摘Let {Xm（t）, t∈R＋} be an m-Fold integrated Brownian motion. In this paper, with the help of small ball probability estimate, a functional law of the iterated logarithm （LIL） for Xm（t） is established. This extends the classic Chung type liminf result for this process. Furthermore, a result about the weighted occupation measure for Xm（t） is also obtained.
