On the rate of growth of L\'evy processes with no positive jumps conditioned to stay positive
classification
🧮 math.PR
keywords
positiveconditionedenvelopeinftyjumpsprocessesstayanalogue
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In this article, we study the asymptotic behaviour of L\'evy processes with no positive jumps conditioned to stay positive. We establish integral tests for the lower envelope at 0 and at $+\infty$ and an analogue of Khintchin's law of the iterated logarithm at 0 and $+\infty$, for the upper envelope.
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