Small Time Chung Type LIL for Lévy Processes

Details Small Time Chung Type LIL for Lévy Processes Small Time Chung Type LIL for Lévy Processes

2010-02-03

arxiv.org/abs/1002.0675v2

Mathematics

Probability

updated version with several corrections, in particular concerning the examples, 15pages

Scientific paper

We prove Chung-type laws of the iterated logarithm for general L\'evy
processes at zero. In particular, we provide tools to translate small deviation
estimates directly into laws of the iterated logarithm. This reveals laws of
the iterated logarithm for L\'evy processes at small times in many concrete
examples. In some cases, exotic norming functions are derived.

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