On the future infimum of positive self-similar Markov processes. - Archive ouverte HAL Access content directly
Preprints, Working Papers, ... Year : 2005

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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Dates and versions

hal-00014266 , version 1 (22-11-2005)

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  • HAL Id : hal-00014266 , version 1

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Juan Carlos Pardo Millan. On the future infimum of positive self-similar Markov processes.. 2005. ⟨hal-00014266⟩
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