On the small-time behaviour of L\'evy-type processes
On the small-time behaviour of L\'evy-type processes
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DOI：
10.1016/j.spa.2014.02.008
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发表时间：
2013-10
期刊：
影响因子：
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通讯作者：
V. Knopova;V. Knopova;R. Schilling
中科院分区：
文献类型：
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作者：
V. Knopova;V. Knopova;R. Schilling
证明了一类(纯跳跃)Feller过程或Léviy型过程的重对数律在零点的几个Chung-型Lim-inf定律.这一类包括所有L过程。用过程的无穷小生成元符号给出了赋范函数。在L的例子中，符号与特征指数重合。
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.