On the future infimum of positive self-similar Markov processes
Probability
2007-05-23 v1
Abstract
We establish integral tests and laws of the iterated logarithm for the upper envelope of the future infimum of positive self-similar Markov processes and for increasing self-similar Markov processes at 0 and infinity. Our proofs are based on the Lamperti representation and time reversal arguments due to Chaumont and Pardo [9]. These results extend laws of the iterated logarithm for the future infimum of Bessel processes due to Khoshnevisan et al. [11].
Keywords
Cite
@article{arxiv.math/0604110,
title = {On the future infimum of positive self-similar Markov processes},
author = {J. C. Pardo},
journal= {arXiv preprint arXiv:math/0604110},
year = {2007}
}