The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Link
http://link.springer.com/content/pdf/10.1007/s00440-009-0255-1.pdf
Reference36 articles.
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3. Bertoin J.: Lévy Processes. Cambridge Tracts in Mathematics, vol. 121. Cambridge University Press, Cambridge (1996)
4. Bertoin J., Doney R.A., Maller R.A.: Passage of Lévy processes across power law boundaries at small times. Ann. Probab. 36, 160–197 (2008)
5. Bingham N.: Variants on the law the iterated logarithm. Bull. Lond. Math. Soc. 18, 433–467 (1986)
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