### Abstract

We give a small time functional version of Chung s other law of the iterated logarithm for Levy processes with non-vanishing Brownian component. This is an analogue of the other law of the iterated logarithm at large times for Levy processes and random walks with finite variance, as extended to a functional version by Wichura. As one of many possible applications, we mention a functional law for a two-sided passage time process.

Original language | English |
---|---|

Pages (from-to) | 1 - 28 |

Number of pages | 28 |

Journal | Probability Theory and Related Fields |

Volume | E |

Publication status | Published - 2011 |

## Cite this

Buchmann, B., & Maller, R. (2011). The small-time Chung-Wichura law for Levy processes with non-vanishing Brownian component.

*Probability Theory and Related Fields*,*E*, 1 - 28.