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November 2016 Conditions for a Lévy process to stay positive near 0, in probability
Ross A. Maller
Bernoulli 22(4): 1963-1978 (November 2016). DOI: 10.3150/15-BEJ716

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 $X$.

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Ross A. Maller. "Conditions for a Lévy process to stay positive near 0, in probability." Bernoulli 22 (4) 1963 - 1978, November 2016. https://doi.org/10.3150/15-BEJ716

Information

Received: 1 September 2014; Published: November 2016
First available in Project Euclid: 3 May 2016

zbMATH: 1343.60057
MathSciNet: MR3498019
Digital Object Identifier: 10.3150/15-BEJ716

Keywords: Lévy process , staying positive

Rights: Copyright © 2016 Bernoulli Society for Mathematical Statistics and Probability

Vol.22 • No. 4 • November 2016
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