scholarly journals Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes

2009 ◽  
Vol 362 (04) ◽  
pp. 2205-2248 ◽  
Author(s):  
Ross Maller ◽  
David M. Mason
Keyword(s):  
Lévy Processes ◽  
Levy Processes ◽  
Small Time ◽  
Convergence Behavior

Small-time moment asymptotics for Lévy processes

2008 ◽  
Vol 78 (18) ◽  
pp. 3355-3365 ◽  
Author(s):  
José E. Figueroa-López
Keyword(s):  
Lévy Processes ◽  
Time Moment ◽  
Levy Processes ◽  
Small Time

scholarly journals Small time Chung-type LIL for Lévy processes

Bernoulli ◽  
2013 ◽  
Vol 19 (1) ◽  
pp. 115-136 ◽  
Author(s):  
Frank Aurzada ◽  
Leif Döring ◽  
Mladen Savov
Keyword(s):  
Lévy Processes ◽  
Levy Processes ◽  
Small Time
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