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
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
Journal title :
Stochastic Processes and their Applications