The lower envelope of positive self-similar Markov processes

arXivmath/0601177MaRDI QIDQ6476554FDOQ6476554

Loïc Chaumont, J. C. Pardo

Publication date: 9 January 2006

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 Erd"{o}s, Motoo and Rivero.

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Geometry (51-XX) Category theory; homological algebra (18-XX)

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