



























We establish two equivalent versions of the Darling--Erdős theorem for Lévy processes in the domain of attraction of a stable process at zero with index $α\in(0,2)$. In the course of our proof we obtain a number of maximal and exponential inequalities for general Lévy processes, which should be of separate interest.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。