Abstract
Let Xt be the Levy symmetric stable process with index α ∈ [1, 2), and let C be a convex, symmetric subset of Lα[0, 1]. We prove that if C does not have compact closure then supf{hook}ε{lunate}C |∝01f{hook}(t)dXt| is infinite with probability one. This extends a result of Dudley in the case α = 2.
Original language | English (US) |
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Pages (from-to) | 265-279 |
Number of pages | 15 |
Journal | Journal of Functional Analysis |
Volume | 60 |
Issue number | 2 |
DOIs | |
State | Published - Feb 1 1985 |
Externally published | Yes |
ASJC Scopus subject areas
- Analysis