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arxiv: math/0703560 · v1 · submitted 2007-03-19 · 🧮 math.PR

On the rate of growth of L\'evy processes with no positive jumps conditioned to stay positive

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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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