Small ball probabilities for jump Lévy processes from the Wiener domain of attraction

DOI10.1016/j.spl.2006.04.037zbMath1104.60315OpenAlexW2010337413MaRDI QIDQ850199

Elena Shmileva

Publication date: 15 November 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.04.037

zbMATH Keywords

additive processsmall deviationsdensity transformation of Lévy processespurely non-Gaussian Lévy processSkorokhod formula

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Large deviations (60F10)

Related Items (4)

Small time Chung-type LIL for Lévy processes ⋮ The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component ⋮ On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables ⋮ Small deviations of general Lévy processes

Cites Work

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• A lim inf result in Strassen's law of the iterated logarithm
• Small ball probabilities for a shifted Poisson process
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Small Deviations in a Space of Trajectories

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