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arXiv · 1310.0404

On the small-time behaviour of Lévy-type processes

V. Knopova·R. Schilling
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Abstract

We show some Chung-type $\liminf$ 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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V. Knopova, R. Schilling. 2013-10-01. On the small-time behaviour of Lévy-type processes. https://arxiv.org/abs/1310.0404

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