On the small deviations of a Lévy process (Q1841549)
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scientific article; zbMATH DE number 1565494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the small deviations of a Lévy process |
scientific article; zbMATH DE number 1565494 |
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On the small deviations of a Lévy process (English)
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18 February 2001
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Necessary and sufficient conditions are obtained for a càdlàg \(R^N\)-valued stochastic process starting from zero to have small deviations. That makes it possible to determine support of a Lévy process in the Skorokhod space and to reprove the \textit{A. Tortrat} theorem [Math. Z. 197, No. 2, 231-250 (1988; Zbl 0618.60013)] about the support of an infinitely divisible distribution.
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Levy processes
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small deviations support
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0.9702815
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0.9498918
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0.9475122
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0.93756515
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0.93296343
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0.9268994
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