The Upper Envelope of Positive Self-Similar Markov Processes
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DOI: 10.1007/s10959-008-0152-z
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References listed on IDEAS
- Bertoin, Jean, 1995. "On the local rate of growth of Lévy processes with no positive jumps," Stochastic Processes and their Applications, Elsevier, vol. 55(1), pages 91-100, January.
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Cited by:
- Pei-Sen Li & Xiaowen Zhou, 2023. "Integral Functionals for Spectrally Positive Lévy Processes," Journal of Theoretical Probability, Springer, vol. 36(1), pages 297-314, March.
- Grégoire Véchambre, 2023. "Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment," Journal of Theoretical Probability, Springer, vol. 36(2), pages 876-925, June.
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Keywords
Self-similar Markov process; Self-similar additive processes; Future infimum process; Lévy process; Lamperti representation; First and last passage time; Integral test; Law of the iterated logarithm;All these keywords.
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