Hausdorff–Besicovitch measure of fractal functional limit laws induced by Wiener process in Hölder norms
Convex rearrangements of Lévy processes
In this paper we study asymptotic behavior of convex rearrangements of Lévy processes. In particular we obtain Glivenko-Cantelli-type strong limit theorems for the convexifications when the corresponding Lévy measure is regularly varying at with exponent ∈ (1,2).
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