• Bernoulli
  • Volume 19, Number 1 (2013), 115-136.

Small time Chung-type LIL for Lévy processes

Frank Aurzada, Leif Döring, and Mladen Savov

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We prove Chung-type laws of the iterated logarithm for general Lévy 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 Lévy processes at small times in many concrete examples. In some cases, exotic norming functions are derived.

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Bernoulli, Volume 19, Number 1 (2013), 115-136.

First available in Project Euclid: 18 January 2013

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law of the Iterated Logarithm Lévy process small ball problem small deviations


Aurzada, Frank; Döring, Leif; Savov, Mladen. Small time Chung-type LIL for Lévy processes. Bernoulli 19 (2013), no. 1, 115--136. doi:10.3150/11-BEJ395.

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