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The lower envelope of positive self-similar Markov processes

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.

preprint2006arXivOpen access
Loïc ChaumontJuan-Carlos Pardo
math.PR
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Loïc ChaumontJuan-Carlos Pardo

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