Comparison of two components of a bivariate subordinator and study of the upper envelope of a Lévy process
type: Item
instance of: scholarly article
title: Comparison of two components of a bivariate subordinator and study of the upper envelope of a Lévy process
zbMATH Open document ID: 1032.60045
author: Vincent Vigon
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2003-11-16T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77793
review text: For a bivariate subordinator \((Y,Z)\) sufficient conditions for \(\lim(Y_t/Z_t)\to 0\) if \(t\to 0\) or \(\infty\) are obtained. For a Lévy process \(X\) and a subadditive function \(f\) necessary and sufficient conditions are presented for \[ \varliminf\;{\sup\{X_s, s\leq t\}\over f(t)}=\quad \begin{cases} 0, & t\to 0\\ \infty, & t\to \infty.\end{cases} \] {}.
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60G17
zbMATH DE Number: 2003844
zbMATH Keywords: Lévy processes
zbMATH Keywords: sample path properties
reviewed by: Nijolė Kalinauskaitė
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2003844