Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative

Stochastic Processes and their Applications

Volumn 108, Issue 2, 2003, Pages 327-343

  Hambly, B M ^a   Kersting, G ^b   Kyprianou, A E ^c  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b GOETHE UNIVERSITY   (Germany)

^c UTRECHT UNIVERSITY   (Netherlands)

Author keywords

Bessel process; Conditioned random walk; Excursions; Law of the iterated logarithm; Random walk; Skorohod embedding

Indexed keywords

EID: 0142087745     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2003.07.002     Document Type: Article

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