The lower envelope of positive self-similar Markov processes. - Archive ouverte HAL Access content directly
Preprints, Working Papers, ... Year : 2006

The lower envelope of positive self-similar Markov processes.

Abstract

We establish integral tests and laws of the iterated logarithm for the lower envelope of positive self-similar Markov processes at 0 and $+\infty$. 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 Erdös, Motoo and Rivero.
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Dates and versions

hal-00005451 , version 1 (18-06-2005)
hal-00005451 , version 2 (09-01-2006)

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Loïc Chaumont, Juan-Carlos Pardo. The lower envelope of positive self-similar Markov processes.. 2006. ⟨hal-00005451v2⟩
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