Small Time One-Sided LIL Behavior for Lévy Processes at Zero

Mladen Savov ()
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Mladen Savov: University of Manchester

Journal of Theoretical Probability, 2010, vol. 23, issue 1, 209-236

Abstract: Abstract We specify a function b 0(t) in terms of the Lévy triplet such that lim sup t→0 X t /b 0(t)∈[1,1.8] a.s. iff $\int_{0}^{1}\overline{ \varPi }^{(+)}(b_{0}(t))\,dt

Keywords: Lévy process; LIL behavior; Norming functions; 60G51; 60F15 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10959-008-0202-6

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