On the rate of growth of Lévy processes with no positive jumps conditioned to stay positive

Details On the rate of growth of Lévy processes with no positive jumps conditioned to stay positive On the rate of growth of Lévy processes with no positive jumps conditioned to stay positive

2007-03-19

arxiv.org/abs/math/0703560v1

Mathematics

Probability

Scientific paper

In this article, we study the asymptotic behaviour of L\'evy processes with
no positive jumps conditioned to stay positive. We establish integral tests for
the lower envelope at 0 and at $+\infty$ and an analogue of Khintchin's law of
the iterated logarithm at 0 and $+\infty$, for the upper envelope.

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