On the rate of growth of subordinators with slowly varying Laplace exponent

Jean Bertoin; Maria-Emilia Caballero

Séminaire de probabilités de Strasbourg (1995)

  • Volume: 29, page 125-132

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Bertoin, Jean, and Caballero, Maria-Emilia. "On the rate of growth of subordinators with slowly varying Laplace exponent." Séminaire de probabilités de Strasbourg 29 (1995): 125-132. <http://eudml.org/doc/113894>.

@article{Bertoin1995,
author = {Bertoin, Jean, Caballero, Maria-Emilia},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {subordinators; lower functions; laws of the iterated logarithm; local times; Lévy processes; Cauchy process},
language = {eng},
pages = {125-132},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On the rate of growth of subordinators with slowly varying Laplace exponent},
url = {http://eudml.org/doc/113894},
volume = {29},
year = {1995},
}

TY - JOUR
AU - Bertoin, Jean
AU - Caballero, Maria-Emilia
TI - On the rate of growth of subordinators with slowly varying Laplace exponent
JO - Séminaire de probabilités de Strasbourg
PY - 1995
PB - Springer - Lecture Notes in Mathematics
VL - 29
SP - 125
EP - 132
LA - eng
KW - subordinators; lower functions; laws of the iterated logarithm; local times; Lévy processes; Cauchy process
UR - http://eudml.org/doc/113894
ER -

References

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  1. [1] J. Bertoin: Some applications of subordinators to local times of Markov processes. To appear in Forum Math. Zbl0835.60032MR1346884
  2. [2] R.M. Blumental, R.K. Getoor: Markov Processes and Potential Theory. Academic Press, New York1968. Zbl0169.49204MR264757
  3. [3] N.H. Bingham, C.M. Goldie, J.L. Teugels: Regular Variation. Cambridge University Press1987. Zbl0617.26001MR898871
  4. [4] C. Dellacherie, P.A. Meyer: Probabilités et Potentiel, chapitres I à IV. Hermann1975. Paris. Zbl0323.60039MR488194
  5. [5] W. Feller: An Introduction to Probability Theory and its Application, vol 2. Wiley1971. New-York. Zbl0219.60003MR270403
  6. [6] B.E. Fristedt, W.E. Pruitt: Lower functions for increasing random walks and subordinators. Z. Wahrscheinlichkeitstheorie verw. Geb.18, 167-182 (1971). Zbl0197.44204MR292163
  7. [7] B.E. Fristedt, W.E. Pruitt: Uniform lower functions for subordinators. Z. Wahrscheinlichkeitstheorie verw. Geb.24, 63-70 (1972). Zbl0235.60073MR329049
  8. [8] M.B. Marcus, J. Rosen: Laws of the iterated logarithm for the local times of symmetric Lévy processes and recurrent random walks. Ann. Probab.22, 626-658 (1994). Zbl0815.60073MR1288125
  9. [9] M.B. Marcus, J. Rosen: Laws of the iterated logarithm for the local times of recurrent random walks on Z2 and of Lévy processes and random walks in the domain of attraction of Cauchy random variables. Ann. Inst. Henri Poincaré30-3, 467-499 (1994). Zbl0805.60069MR1288360
  10. [10] T. Meyre, W. Werner: Estimation asymptotique du rayon du plus grand disque recouvert par la saucisse de Wiener plane. Stochastics and Stochastics Reports48, 45-59 (1994). Zbl0828.60066MR1786191
  11. [11] W.E. Pruitt: An integral test for subordinators. In: Random walks, Brownian motion and interacting particle systems (Eds: R. Durrett and H. Kesten), Prog. Probab.28, 387-398, Birkhäuser (1991). Zbl0741.60027MR1146460

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