Upper functions for sample paths of Lévy(-type) processes

DOI10.3150/21-BEJ1441WikidataQ113701724 ScholiaQ113701724MaRDI QIDQ2676945FDOQ2676945

Publication date: 28 September 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.06541

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Feller process maximal inequality martingale problem upper function small-time asymptotics sample path behaviour Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic processes (60Gxx) Limit theorems in probability theory (60Fxx) Markov processes (60Jxx)

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Cited In (9)

Passage of Lévy processes across power law boundaries at small times
Small-time moment asymptotics for Lévy processes
Criteria for the finiteness of the strong \(p\)-variation for Lévy-type processes
Upper functions for sample paths of L\'evy(-type) processes
Lower functions for asymmetric Lévy processes
On the small-time behaviour of Lévy-type processes
Maximal inequalities and some applications
Small time almost sure comparisons between a Lévy process and its maximal jump processes
Asymptotic properties of the sample paths of additive Lévy processes

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