Small time Chung-type LIL for Lévy processes
نویسندگان
چکیده
منابع مشابه
Shifted small deviations and Chung LIL for symmetric alpha-stable processes
Let Xα be a symmetric α-stable Lévy process with α ∈ (1, 2). We consider small ball probabilities of the following type P {‖Xα − λ f‖ < r} as r → 0, and λr → 0 or λr = c , c > 0, where ‖ · ‖ is the sup-norm and f ∈ C[0, 1] that starts at 0. We obtain the exact rate of decrease for these probabilities including constants. Using these small ball estimates, we obtain a functional LIL for Xα with a...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2013
ISSN: 1350-7265
DOI: 10.3150/11-bej395