Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156677 | Stochastic Processes and their Applications | 2014 | 17 Pages |
Abstract
We show some Chung-type lim inflim 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Victoria Knopova, René L. Schilling,