On the future infimum of positive self-similar Markov processes.
Abstract
We establish integral tests and laws of the iterated logartihm for the upper envelope of the future infimum of positive self-similar Markov processes and for increasing self-similar Markov processes at $0$ an at $+\infty$. our proofs are based on the Lamperti transformation and time reversal arguments due to Chaumont and Pardo [9]. These results extend laws of the iterated logarithm for the future infimum of a Bessel process due to Khoshnevisan et al. [11].
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