期刊论文详细信息
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 卷:124 |
On the small-time behaviour of Levy-type processes | |
Article | |
Knopova, Victoria1,2  Schilling, Rene L.2  | |
[1] Natl Acad Sci Ukraine, VM Glushkov Cybernet Inst, UA-03187 Kiev, Ukraine | |
[2] Tech Univ Dresden, Inst Math Stochast, D-01062 Dresden, Germany | |
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; | |
DOI : 10.1016/j.spa.2014.02.008 | |
来源: Elsevier | |
【 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.
【 授权许可】
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