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Mathematics  2006 

The lower envelope of positive self-similar Markov processes

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Abstract:

We establish integral tests and laws of the iterated logarithm for the lower envelope of positive self-similar Markov processes at 0 and $+\infty$. 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 Erd\"{o}s, Motoo and Rivero.

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