Small time one-sided LIL behavior for Lévy processes at zero
From MaRDI portal
Publication:966502
DOI10.1007/s10959-008-0202-6zbMath1193.60065OpenAlexW3022025680MaRDI QIDQ966502
Publication date: 23 April 2010
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-008-0202-6
Related Items (4)
Short-time behavior of solutions to Lévy-driven stochastic differential equations ⋮ How smooth can the convex hull of a Lévy path be? ⋮ Probabilistic analysis of the single particle Wigner Monte-Carlo method ⋮ Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation
Cites Work
This page was built for publication: Small time one-sided LIL behavior for Lévy processes at zero