On the future infimum of positive self-similar Markov processes
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چکیده
On the future infimum of positive self-similar Markov processes. Abstract We establish integral tests and laws of the iterated logarithm for the upper envelope of the future infimum of positive self-similar Markov processes and for increasing self-similar Markov processes at 0 and +∞. Our proofs are based on the Lamperti representation and time reversal arguments due to Chaumont and Pardo [9]. These results extend laws of the iterated logarithm for the future infimum of Bessel processes due to Khoshnevisan et al. [11].tation, last passage time, integral test, law of the iterated logarithm.
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The upper envelope of positive self-similar Markov processes
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تاریخ انتشار 2006