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2006 The Lower Envelope of Positive Self-Similar Markov Processes
Loic Chaumont, Juan Carlos Pardo Millan
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Electron. J. Probab. 11: 1321-1341 (2006). DOI: 10.1214/EJP.v11-382

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 Dvoretzky and Erdos (1951), Motoo (1958), and Rivero (2003).

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Loic Chaumont. Juan Carlos Pardo Millan. "The Lower Envelope of Positive Self-Similar Markov Processes." Electron. J. Probab. 11 1321 - 1341, 2006. https://doi.org/10.1214/EJP.v11-382

Information

Accepted: 17 December 2006; Published: 2006
First available in Project Euclid: 31 May 2016

zbMATH: 1127.60034
MathSciNet: MR2268546
Digital Object Identifier: 10.1214/EJP.v11-382

Subjects:
Primary: 60G18
Secondary: 60B10, 60G51

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Vol.11 • 2006
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