×

zbMATH — the first resource for mathematics

On the rate of growth of Lévy processes with no positive jumps conditioned to stay positive. (English) Zbl 1189.60099
Summary: We study the asymptotic behaviour of Lévy processes with no positive jumps conditioned to stay positive and some related processes. In particular, we establish an integral test for the lower envelope at 0 and at \(+\infty\) and an analogue of Khintchin’s law of the iterated logarithm at 0 and at \(+\infty\), for the upper envelope of the reflected process at its future infimum.

MSC:
60G51 Processes with independent increments; Lévy processes
60G17 Sample path properties
60E07 Infinitely divisible distributions; stable distributions
PDF BibTeX XML Cite
Full Text: DOI EMIS EuDML