The upper envelope of positive self-similar Markov processes

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dc.creatorMillan, Juan Carlos Pardo
dc.date2007-03-02
dc.date.accessioned2026-07-07T07:50:09Z
dc.date.available2026-07-07T07:50:09Z
dc.descriptionWe establish integral tests and laws of the iterated logarithm at 0 and at $+\infty$, for the upper envelope of positive self-similar Markov processes. Our arguments are based on the Lamperti representation, time reversal arguments and on the study of the upper envelope of their future infimum due to Pardo \cite{Pa}. These results extend integral test and laws of the iterated logarithm for Bessel processes due to Dvoretsky and Erdös \cite{de} and stable Lévy processes conditioned to stay positive with no positive jumps due to Bertoin \cite{be1}.
dc.identifierhttps://arxiv.org/abs/math/0703071
dc.identifierhttp://arxiv.org/abs/math/0703071
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/125071
dc.subjectProbability
dc.subject60 G 18, 60 G 17, 60 G 51, 60 F 15
dc.titleThe upper envelope of positive self-similar Markov processes
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