The lower envelope of positive self-similar Markov processes
Probability
2016-08-16 v1
Abstract
We establish integral tests and laws of the iterated logarithm for the lower envelope of positive self-similar Markov processes at 0 and . Our proofs are based on the Lamperti representation and time reversal arguments. These results extend laws of the iterated logarithm for Bessel processes due to Dvoretsky and Erd\"{o}s, Motoo and Rivero.
Keywords
Cite
@article{arxiv.math/0601177,
title = {The lower envelope of positive self-similar Markov processes},
author = {Loïc Chaumont and Juan-Carlos Pardo},
journal= {arXiv preprint arXiv:math/0601177},
year = {2016}
}