On the rate of growth of Lévy processes with no positive jumps conditioned to stay positive
| dc.creator | Pardo, J. C. | |
| dc.date | 2007-03-19 | |
| dc.date.accessioned | 2026-07-07T07:52:39Z | |
| dc.date.available | 2026-07-07T07:52:39Z | |
| dc.description | In this article, we study the asymptotic behaviour of Lévy processes with no positive jumps conditioned to stay positive. We establish integral tests for the lower envelope at 0 and at $+\infty$ and an analogue of Khintchin's law of the iterated logarithm at 0 and $+\infty$, for the upper envelope. | |
| dc.identifier | https://arxiv.org/abs/math/0703560 | |
| dc.identifier | http://arxiv.org/abs/math/0703560 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/125955 | |
| dc.subject | Probability | |
| dc.subject | 60 G 17, 60 G 51 | |
| dc.title | On the rate of growth of Lévy processes with no positive jumps conditioned to stay positive | |
| dc.type | text |