Conditions for a Lévy process to stay positive near 0, in probability
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Publication:726724
DOI10.3150/15-BEJ716zbMath1343.60057arXiv1606.01633OpenAlexW2347205751MaRDI QIDQ726724
Publication date: 14 July 2016
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.01633
Cites Work
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- On the limiting behaviour of Lévy processes at zero
- Passage of Lévy processes across power law boundaries at small times
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