On the future infimum of positive self-similar Markov processes
Abstract
Description
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].