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

Maller, Ross A.

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

Date

2016

Authors

Maller, Ross A.

Publisher

Bernoulli Society for Mathematical Statistics and Probability

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.