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On the rate of growth of Lévy processes with no positive jumps conditioned to stay positive

Authors
  • Pardo Millan, Juan Carlos
Publication Date
Mar 19, 2007
Source
Hal-Diderot
Keywords
Language
English
License
Unknown
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Abstract

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.

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