On the local rate of growth of Lévy processes with no positive jumps

Jean Bertoin

Stochastic Processes and their Applications, 1995, vol. 55, issue 1, 91-100

Abstract: This note is concenred with the local rate of growth of Lévy processes with no positive jumps. The main result is that an analogue of Khintchin's law of the iterated logarithm holds at the instant of a local minimum.

Keywords: 69J30; 60G17; Lévy; process; Rate; of; growth (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (2)

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