Small deviation of subordinated processes over compact sets

MaRDI QIDQ3615206zbMATH OpenFDO

Authors Werner Linde, Pia Zipfel

Publication date 17 March 2009

Full work available at URL http://www.math.uni.wroc.pl/~pms/files/28.2/Abstract/28.2.7.abs.pdf

zbMATH Keywords

fractional Brownian motionGamma processLevy motionsubordinator

Mathematics Subject Classification ID

Fractals (28A80) Gaussian processes (60G15) Self-similar stochastic processes (60G18) Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52)

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Cited in

(8)

• Small deviations of general Lévy processes
• On the asymptotics of supremum distribution for some iterated processes
• Small time Chung-type LIL for Lévy processes
• Fisher information and logarithmic Sobolev inequality for matrix-valued functions
• Large deviations for subordinated Brownian motion and applications
• Small deviations for stable processes via compactness properties of the parameter set
• Evaluating the small deviation probabilities for subordinated Lévy processes
• On Approximations of Small Jumps of Subordinators with Particular Emphasis on a Dickman-Type Limit

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