On the small-time behaviour of Lévy-type processes

DOI10.1016/j.spa.2014.02.008zbMath1309.60027arXiv1310.0404OpenAlexW2963745457MaRDI QIDQ402412

Rene L. Schilling, Viktoria P. Knopova

Publication date: 28 August 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.0404

zbMATH Keywords

small-time asymptoticsLévy processesstochastic differential equationslaw of the iterated logarithmpseudodifferential operatorFeller processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Pseudodifferential operators as generalizations of partial differential operators (35S05) Strong limit theorems (60F15) Transition functions, generators and resolvents (60J35)

Related Items

Upper functions for sample paths of Lévy(-type) processes, Short-time behavior of solutions to Lévy-driven stochastic differential equations, Maximal inequalities and some applications, From Markov processes to semimartingales, General Law of iterated logarithm for Markov processes: Liminf laws, The fourth characteristic of a semimartingale, A Liouville theorem for Lévy generators

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