Small time Chung-type LIL for Lévy processesAurzada, F., Döring, L. and Savov, M. (2013) Small time Chung-type LIL for Lévy processes. Bernoulli, 19 (1). pp. 115-136. ISSN 1573-9759 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: 10.3150/11-BEJ395 Abstract/SummaryWe prove Chung-type laws of the iterated logarithm for general Lévy processes at zero. In particular, we provide tools to translate small deviation estimates directly into laws of the iterated logarithm. This reveals laws of the iterated logarithm for Lévy processes at small times in many concrete examples. In some cases, exotic norming functions are derived.
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