Small time Chung-type LIL for Lévy processes

Download

Full text not archived in this repository.

Advice

Please see our End User Agreement.

It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.

Tools

Lists

Aurzada, F., Döring, L. and Savov, M. (2013) Small time Chung-type LIL for Lévy processes. Bernoulli, 19 (1). pp. 115-136. ISSN 1573-9759 doi: 10.3150/11-BEJ395

Abstract/Summary

We prove Chung-type laws of the iterated logarithm for general Lévy processes at zero. In particular, we provide tools to translate small deviation estimates directly into laws of the iterated logarithm. This reveals laws of the iterated logarithm for Lévy processes at small times in many concrete examples. In some cases, exotic norming functions are derived.

Altmetric Badge

Item Type	Article
URI	https://reading-clone.eprints-hosting.org/id/eprint/32958
Identification Number/DOI	10.3150/11-BEJ395
Refereed	Yes
Divisions	Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
Publisher	Bernoulli Society for Mathematical Statistics & Probability
Download/View statistics	View download statistics for this item

Deposit Details

Date Deposited:	27 Jun 2013 09:54	Date item deposited into CentAUR
Last Modified:	23 Mar 2025 01:13	Date item last modified

University Staff: Request a correction | Centaur Editors: Update this record

Search Google Scholar