Small time Chung-type LIL for L\'{e}vy processes
classification
🧮 math.PR
math.STstat.TH
keywords
iteratedlawslogarithmprocessessmallchung-typecasesconcrete
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We prove Chung-type laws of the iterated logarithm for general L\'{e}vy processes at zero. In particular, we provide tools to translate small deviation estimates directly into laws of the iterated logarithm. This reveals laws of the iterated logarithm for L\'{e}vy processes at small times in many concrete examples. In some cases, exotic norming functions are derived.
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