The lower envelope of positive self-similar Markov processes

preprint2006arXivOpen access

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 Dvoretsky and Erdös, Motoo and Rivero.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.