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

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1613)

Abstract

Results of Fristedt and Pruitt [6,7] on the lower functions of a subordinator are improved in the case when the Laplace exponent is slowly varying. This yields laws of the iterated logarithm for the local times of a class of Markov processes. In particular, this extends recent results of Marcus and Rosen [9] on certain Lévy processes close to a Cauchy process.

Keywords

  • Local Time
  • Iterate Logarithm
  • Lower Function
  • Bessel Process
  • Laplace Exponent

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References

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© 1995 Springer-Verlag

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Bertoin, J., Caballero, ME. (1995). On the rate of growth of subordinators with slowly varying Laplace exponent. In: Azéma, J., Emery, M., Meyer, P.A., Yor, M. (eds) Séminaire de Probabilités XXIX. Lecture Notes in Mathematics, vol 1613. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094205

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  • DOI: https://doi.org/10.1007/BFb0094205

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