Small time two-sided LIL behavior for Lévy processes at zero
Small time two-sided LIL behavior for Lévy processes at zero
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DOI：
10.1007/s00440-008-0142-1
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发表时间：
2009-05
影响因子：
2
通讯作者：
Mladen Savov
中科院分区：
文献类型：
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作者：
Mladen Savov
我们希望刻划L过程Xt在双边意义下跨越边界b(T)的小时间，其中b(T)满足非常温和的条件。给出了计算→_0|xt|/b(T)_0|xt|/b(T)_i=c的积分检验.在某些情况下，我们还用Lévy三元组的形式指定了一个函数b(T)，使得_p_p_→_0|xt|/b(T)_i=1.
We wish to characterize when a Lévy processXtcrosses boundariesb(t), in a two-sided sense, for small timest, whereb(t) satisfies very mild conditions. An integral test is furnished for computing the value of supt→0|Xt|/b(t) =c. In some cases, we also specify a functionb(t) in terms of the Lévy triplet, such that supt→0|Xt|/b(t) = 1.