Small time Chung-type LIL for Lévy processes

From MaRDI portal
(Redirected from Publication:1940751)




Abstract: We prove Chung-type laws of the iterated logarithm for general L'{e}vy 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 L'{e}vy processes at small times in many concrete examples. In some cases, exotic norming functions are derived.



Cites work







This page was built for publication: Small time Chung-type LIL for Lévy processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1940751)