On the small-time behaviour of Levy-type processes

被引：8
|
作者：
Knopova, Victoria [1 ,2 ]
Schilling, Rene L. [2 ]
机构：
[1] Natl Acad Sci Ukraine, VM Glushkov Cybernet Inst, UA-03187 Kiev, Ukraine
[2] Tech Univ Dresden, Inst Math Stochast, D-01062 Dresden, Germany
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2014年 / 124卷 / 06期
关键词：
Law of the iterated logarithm; Small-time asymptotic; Levy process; Feller process; Levy-type process; Symbol; Pseudo differential operator; Stochastic differential equation; SAMPLE PATH PROPERTIES; FELLER PROCESSES; GROWTH; LIL;
D O I：
10.1016/j.spa.2014.02.008
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We show some Chung-type Ern inf law of the iterated logarithm results at zero for a class of (pure-jump) Feller or Levy-type processes. This class includes all Levy processes. The norming function is given in terms of the symbol of the infinitesimal generator of the process. In the Levy case, the symbol coincides with the characteristic exponent. (C) 2014 Elsevier B.V. All rights reserved.
引用
收藏
页码：2249 / 2265
页数：17
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