Lower functions for asymmetric Lévy processes

DOI10.1007/BF01203165zbMath0675.60065OpenAlexW2044339756MaRDI QIDQ1122232

In-Suk Wee

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01203165

zbMATH Keywords

characteristic functionLevy measurestationary independent increments

Mathematics Subject Classification ID

Markov processes (60J99)

Related Items (2)

On the small-time behaviour of Lévy-type processes ⋮ Small time Chung-type LIL for Lévy processes

Cites Work

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• Lower functions for processes with stationary independent increments
• General one-sided laws of the iterated logarithm
• Lower functions for increasing random walks and subordinators
• Maxima of partial sums of independent random variables

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