On the small-time behaviour of Lévy-type processes |
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| Authors: | Victoria Knopova René L Schilling |
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| Institution: | 1. V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, 40 Acad. Glushkov Ave., 03187 Kiev, Ukraine;2. Institut für Mathematische Stochastik, Technische Universität Dresden, 01062 Dresden, Germany |
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| 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. |
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| Keywords: | 60F15 60G51 60J35 60J75 |
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