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Conditions for a Levy Process to Stay Positive Near 0, in Probability

Conditions for a Levy Process to Stay Positive Near 0, in Probability

Ross Maller

A necessary and sufficient condition for  a L'evy 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.

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Updated:   18 February 2017 / Responsible Officer:  Dean, Business & Economics / Page Contact:  College Web Team