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

DOI10.1007/s00440-008-0142-1zbMath1163.60020MaRDI QIDQ1017897

Mladen Svetoslavov Savov

Publication date: 13 May 2009

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

Full work available at URL: https://doi.org/10.1007/s00440-008-0142-1

zbMATH Keywords

Lévy process; LIL behavior; norming functions

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60F15: Strong limit theorems

Related Items

LIL type behavior of multivariate Lévy processes at zero, On the small-time behaviour of Lévy-type processes, The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component, Small time Chung-type LIL for Lévy processes, Probabilistic analysis of the single particle Wigner Monte-Carlo method, Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation, Ruin and deficit under claim arrivals with the order statistics property

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005.
• An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications
• Passage of Lévy processes across power law boundaries at small times
• Some results on two-sided LIL behavior
• Small-time versions of Strassen's law for Lévy processes
• Toward a universal law of the iterated logarithm
• Toward a universal law of the iterated logarithm, Part II
• The 1971 Rietz Lecture Sums of Independent Random Variables--Without Moment Conditions