Small time one-sided LIL behavior for Lévy processes at zero

DOI10.1007/s10959-008-0202-6zbMath1193.60065OpenAlexW3022025680MaRDI QIDQ966502

Mladen Svetoslavov Savov

Publication date: 23 April 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-008-0202-6

zbMATH Keywords

Lévy processLIL behaviornorming functions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Strong limit theorems (60F15)

Related Items (4)

Short-time behavior of solutions to Lévy-driven stochastic differential equations ⋮ How smooth can the convex hull of a Lévy path be? ⋮ Probabilistic analysis of the single particle Wigner Monte-Carlo method ⋮ Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation

Cites Work

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• On the local rate of growth of Lévy processes with no positive jumps
• Stability of the overshoot for Lévy processes
• Passage of Lévy processes across power law boundaries at small times
• Toward a universal law of the iterated logarithm, Part II

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