Conditions for a Lévy process to stay positive near 0, in 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 $X$.

Published at http://dx.doi.org/10.3150/15-BEJ716 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)

References in corpus (2)

• Passage of Lévy Processes across Power Law Boundaries at Small Times
• Distributional representations and dominance of a Lévy process over its maximal jump processes