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

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  • Albin, J. M. P.

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].

Suggested Citation

  • Albin, J. M. P., 1995. "Upper and lower classes for 2 - and p-norms of Brownian motion and norms of [alpha]-stable motion," Stochastic Processes and their Applications, Elsevier, vol. 58(1), pages 91-103, July.
    • Handle: RePEc:eee:spapps:v:58:y:1995:i:1:p:91-103
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    References listed on IDEAS

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    1. Albin, J. M. P., 1993. "Extremes of diffusions over fixed intervals," Stochastic Processes and their Applications, Elsevier, vol. 48(2), pages 211-235, November.
    2. Albin, J. M. P., 1992. "On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in n and Hilbert space," Stochastic Processes and their Applications, Elsevier, vol. 41(1), pages 1-31, May.
    3. Li, Wenbo V., 1992. "Limit theorems for the square integral of Brownian motion and its increments," Stochastic Processes and their Applications, Elsevier, vol. 41(2), pages 223-239, June.
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