Juan Carlos Pardo Millan

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math.PR2007

Some explicit identities associated with positive self-similar Markov processes

Loic Chaumont, Andreas Kyprianou, Juan Carlos Pardo Millan

We consider some special classes of Lévy processes with no gaussian component whose Lévy measure is of the type $π (d x) = e^{γ x} ν (e^{x} - 1) d x$ , where $ν$ is the density of the stable Lé…

math.PR2007

The upper envelope of positive self-similar Markov processes

Juan Carlos Pardo Millan

We establish integral tests and laws of the iterated logarithm at 0 and at $+ \infty$ , for the upper envelope of positive self-similar Markov processes. Our arguments are based on t…