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On the small deviations of a Lévy process. (Sur les petites déviations d’un processus de Lévy.) (French) Zbl 0969.60053
Necessary and sufficient conditions are obtained for a càdlàg \(R^N\)-valued stochastic process starting from zero to have small deviations. That makes it possible to determine support of a Lévy process in the Skorokhod space and to reprove the A. Tortrat theorem [Math. Z. 197, No. 2, 231-250 (1988; Zbl 0618.60013)] about the support of an infinitely divisible distribution.

MSC:
60G51 Processes with independent increments; Lévy processes
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