The lower envelope of positive self-similar Markov processes.

Chaumont, Loic, and Millan, Juan Carlos Pardo. "The lower envelope of positive self-similar Markov processes.." Electronic Journal of Probability [electronic only] 11 (2006): 1321-1341. <http://eudml.org/doc/128200>.

@article{Chaumont2006,
author = {Chaumont, Loic, Millan, Juan Carlos Pardo},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {integral tests; laws of the iterated logarithm; Lamperti representation; time reversal},
language = {eng},
pages = {1321-1341},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {The lower envelope of positive self-similar Markov processes.},
url = {http://eudml.org/doc/128200},
volume = {11},
year = {2006},
}

TY - JOUR
AU - Chaumont, Loic
AU - Millan, Juan Carlos Pardo
TI - The lower envelope of positive self-similar Markov processes.
JO - Electronic Journal of Probability [electronic only]
PY - 2006
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 11
SP - 1321
EP - 1341
LA - eng
KW - integral tests; laws of the iterated logarithm; Lamperti representation; time reversal
UR - http://eudml.org/doc/128200
ER -