Small ball probabilities for jump Lévy processes from the Wiener domain of attraction

DOI10.1016/J.SPL.2006.04.037zbMATH Open1104.60315OpenAlexW2010337413MaRDI QIDQ850199FDOQ850199

Authors: Elena Shmileva 

Publication date: 15 November 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.04.037

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zbMATH Keywords

additive processsmall deviationsSkorokhod formuladensity transformation of Lévy processespurely non-Gaussian Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Large deviations (60F10)

Cites Work

• Title not available (Why is that?)
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Small Deviations in a Space of Trajectories
• Small ball probabilities for a shifted Poisson process
• A lim inf result in Strassen's law of the iterated logarithm

Cited In (6)

• Small time Chung-type LIL for Lévy processes
• A Lévy Process whose Jumps are Dragged by a Spherical Dynamical System
• Small ball probabilities for a shifted Poisson process
• The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component
• Small deviations of general Lévy processes
• On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables

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