Small time two-sided LIL behavior for Lévy processes at zero

DOI10.1007/S00440-008-0142-1MaRDI QIDQ1017897zbMATH OpenOpenAlexFDO

Authors Mladen Savov

Publication date 13 May 2009

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-008-0142-1

zbMATH Keywords

LIL behaviornorming functionsLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Strong limit theorems (60F15)

Recommendations

• Small time one-sided LIL behavior for Lévy processes at zero
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Cites work

• scientific article; zbMATH DE number 3159046 (Why is no real title available?)
• scientific article; zbMATH DE number 3620754 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications
• Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005.
• Passage of Lévy processes across power law boundaries at small times
• Small-time versions of Strassen's law for Lévy processes
• Some results on two-sided LIL behavior
• The 1971 Rietz Lecture Sums of Independent Random Variables--Without Moment Conditions
• Toward a universal law of the iterated logarithm
• Toward a universal law of the iterated logarithm, Part II

Cited in

(13)

• How smooth can the convex hull of a Lévy path be?
• Ruin and deficit under claim arrivals with the order statistics property
• Passage of Lévy processes across power law boundaries at small times
• Upper functions for sample paths of Lévy(-type) processes
• Small time one-sided LIL behavior for Lévy processes at zero
• Probabilistic analysis of the single particle Wigner Monte-Carlo method
• On the small-time behaviour of Lévy-type processes
• Small time Chung-type LIL for Lévy processes
• Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation
• The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component
• Small and large time stability of the time taken for a Lévy process to cross curved boundaries
• LIL type behavior of multivariate Lévy processes at zero
• Short-time behavior of solutions to Lévy-driven stochastic differential equations

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