On the small-time behaviour of Lévy-type processes

preprint2013arXivOpen access

Abstract

We show some Chung-type lim inf⁡\liminf law of the iterated logarithm results at zero for a class of (pure-jump) Feller or Lévy-type processes. This class includes all Lévy processes. The norming function is given in terms of the symbol of the infinitesimal generator of the process. In the Lévy case, the symbol coincides with the characteristic exponent.

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