Small time two-sided LIL behavior for Lévy processes at zeroSavov, M. (2009) Small time two-sided LIL behavior for Lévy processes at zero. Probability Theory and Related Fields, 144 (1-2). pp. 79-98. ISSN 1432-2064 Full text not archived in this repository. It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing. To link to this item DOI: 10.1007/s00440-008-0142-1 Abstract/SummaryWe wish to characterize when a Lévy process X t crosses boundaries b(t), in a two-sided sense, for small times t, where b(t) satisfies very mild conditions. An integral test is furnished for computing the value of sup t→0|X t |/b(t) = c. In some cases, we also specify a function b(t) in terms of the Lévy triplet, such that sup t→0 |X t |/b(t) = 1.
Altmetric Related URLs Deposit Details University Staff: Request a correction | Centaur Editors: Update this record |
Lists
Lists
