On the limiting behaviour of Lévy processes at zero

DOI10.1007/s00440-007-0059-0zbMath1140.60024OpenAlexW2028298653MaRDI QIDQ2464670

Yanyan Li

Publication date: 17 December 2007

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

Full work available at URL: https://doi.org/10.1007/s00440-007-0059-0

zbMATH Keywords

Lévy processesbehavior at zeroexit from interval

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sample path properties (60G17)

Related Items (3)

Small time Chung-type LIL for Lévy processes ⋮ Conditions for a Lévy process to stay positive near 0, in probability ⋮ Distributional representations and dominance of a Lévy process over its maximal jump processes

Cites Work

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• On the rate of growth of the overshoot and the maximum partial sum

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