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

preprint2016arXivOpen access

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 $X$ .

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

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