Title of article
On the small-time behaviour of Lévy-type processes
Author/Authors
Knopova، نويسنده , , Victoria and Schilling، نويسنده , , René L.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2014
Pages
17
From page
2249
To page
2265
Abstract
We show some Chung-type lim inf law of the iterated logarithm results at zero for a class of (pure-jump) Feller or Lévy-type processes. This class includes all Lévy processes. The norming function is given in terms of the symbol of the infinitesimal generator of the process. In the Lévy case, the symbol coincides with the characteristic exponent.
Keywords
Law of the iterated logarithm , Small-time asymptotic , Lévy process , Lévy-type process , Feller process , stochastic differential equation , Pseudo differential operator , Symbol
Journal title
Stochastic Processes and their Applications
Serial Year
2014
Journal title
Stochastic Processes and their Applications
Record number
1579334
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