The lower envelope of positive self-similar markov processes

Electronic Journal of Probability

Volumn 11, Issue , 2006, Pages 1321-1341

  Chaumont, Loic ^a   Pardo, J C ^b  

^a SORBONNE UNIVERSITÉ   (France)

^b NONE

Author keywords

Integral test; Lamperti representation; Last passage time; Law of the iterated logarithm; L vy process; Self similar Markov process; Time reversal

Indexed keywords

EID: 33845658344     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v11-382     Document Type: Article

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