Conditions for a Lévy process to stay positive near 0, in probability

Ross A. Maller

doi:10.3150/15-BEJ716

Conditions for a Lévy process to stay positive near 0, in probability

Ross A. Maller^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Abstract

A necessary and sufficient condition for a Lévy process X to stay positive, in probability, near 0, which arises in studies of Chung-type laws for X near 0, is given in terms of the characteristics of X.

Original language	English
Pages (from-to)	1963-1978
Number of pages	16
Journal	Bernoulli
Volume	22
Issue number	4
DOIs	https://doi.org/10.3150/15-BEJ716
Publication status	Published - Nov 2016

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title = "Conditions for a L{\'e}vy process to stay positive near 0, in probability",

abstract = "A necessary and sufficient condition for a L{\'e}vy process X to stay positive, in probability, near 0, which arises in studies of Chung-type laws for X near 0, is given in terms of the characteristics of X.",

keywords = "L{\'e}vy process, Staying positive",

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note = "Publisher Copyright: {\textcopyright} 2016 ISI/BS.",

year = "2016",

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doi = "10.3150/15-BEJ716",

language = "English",

volume = "22",

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KW - Lévy process

KW - Staying positive

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DO - 10.3150/15-BEJ716

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VL - 22

SP - 1963

EP - 1978

JO - Bernoulli

JF - Bernoulli

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ER -

Conditions for a Lévy process to stay positive near 0, in probability

Abstract

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