On the future infimum of positive self-similar Markov processes

Details On the future infimum of positive self-similar Markov processes On the future infimum of positive self-similar Markov processes

2006-04-05

arxiv.org/abs/math/0604110v1

Mathematics

Probability

Scientific paper

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 infinity. 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].

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