A Sharp Result of Random Upper Functions for Levy Processes

  • Kim, Gwan-Young (Department of Statistics, Kangwon Natioal University, Chuncheon 200-701) ;
  • Joo, Sang-Yeol (Department of Statistics, Kangwon Natioal University, Chuncheon 200-701) ;
  • Kim, Yun-Kyong (Department of Mathematics, Dongshin University, Naju 520-714)
  • 발행 : 1995.06.01

초록

In this paper, we show that the result of random upper functions for Levy processes obtained by Joo(1993) can be sharpened under some additional assumption. This is the continuous analogue of result obtained by Griffin and Kuelbs (1989) for sums of i.i.d. random varialbles.

키워드

참고문헌

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