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On the rate of growth of Lévy processes with no positive jumps conditioned to stay positive

J. C. Pardo
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Abstract

In this article, we study the asymptotic behaviour of Lévy 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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J. C. Pardo. 2007-03-19. On the rate of growth of Lévy processes with no positive jumps conditioned to stay positive. https://arxiv.org/abs/math/0703560

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