On the future infimum of positive self-similar Markov processes
| dc.creator | Pardo, J. C. | |
| dc.date | 2006-04-05 | |
| dc.date.accessioned | 2026-07-07T07:10:33Z | |
| dc.date.available | 2026-07-07T07:10:33Z | |
| dc.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]. | |
| dc.identifier | https://arxiv.org/abs/math/0604110 | |
| dc.identifier | http://arxiv.org/abs/math/0604110 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/111456 | |
| dc.subject | Probability | |
| dc.subject | 60 G 18, 60 G 17, 60 G 51, 60 F 15 | |
| dc.title | On the future infimum of positive self-similar Markov processes | |
| dc.type | text |