Small-time versions of Strassen's law for Levy processes
We study aspects of the 'small-time' behaviour (as t ↓ 0) of a Lévy process X(t), obtaining a very general small-time version of Strassen's almost sure (a.s.) functional law of the iterated logarithm (LIL) for random walks. The class of Lévy processes
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|Source:||Proceedings of the London Mathematical Society|
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