Article ID Journal Published Year Pages File Type
1156677 Stochastic Processes and their Applications 2014 17 Pages PDF
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)
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