Upper functions for sample paths of Lévy(-type) processes

12 Feb 2021 Franziska Kühn

We study the small-time asymptotics of sample paths of L\'evy processes and L\'evy-type processes. Namely, we investigate under which conditions the limit $$\limsup_{t \to 0} \frac{1}{f(t)} |X_t-X_0|$$ is finite resp.\ infinite with probability $1$... (read more)

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Categories


  • PROBABILITY
  • 60G17, 60G51, 60G53, 60J76, 47G20