Abstract:
Let $\{X(t),\ t\ge 0\}$ be a Levy processes with $EX(1)=0$ and $EX^2(1)<\infty$. In this paper, we give two precise asymptotic theorems for $\{X(t),\ t\ge 0\}$.
Key words:precise asymptotic, Levy process, stable process, Fuk-Nagaev type inequality.