Small time Chung-type LIL for L\'evy processes
Abstract
We prove Chung-type laws of the iterated logarithm for general L\'evy 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\'evy processes at small times in many concrete examples. In some cases, exotic norming functions are derived.
0