Vigon, Vincent Comparison of two components of a bivariate subordinator and study of the upper envelope of a Lévy process. (Comparaison des deux composantes d’un subordinateur bivarié, puis étude de l’enveloppe supérieure d’un processus de Lévy.) (French) Zbl 1032.60045 Ann. Inst. Henri Poincaré, Probab. Stat. 39, No. 6, 993-1011 (2003). 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 \[ \varliminf\;{\sup\{X_s, s\leq t\}\over f(t)}=\quad \begin{cases} 0, & t\to 0\\ \infty, & t\to \infty.\end{cases} \] . Reviewer: Nijole Kalinauskaitė (Vilnius) Cited in 1 Document MSC: 60G51 Processes with independent increments; Lévy processes 60G17 Sample path properties Keywords:Lévy processes; sample path properties PDF BibTeX XML Cite \textit{V. Vigon}, Ann. Inst. Henri Poincaré, Probab. Stat. 39, No. 6, 993--1011 (2003; Zbl 1032.60045) Full Text: DOI Numdam EuDML