J an 2 00 6 The lower envelope of positive self - similar Markov processes . February 2 , 2008
نویسنده
چکیده
We establish integral tests and laws of the iterated logarithm for the lower envelope of positive self-similar Markov processes at 0 and +∞. 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 [11], Motoo [17] and Rivero [18]. time reversal, integral test, law of the iterated logarithm.
منابع مشابه
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