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A class of special subordinators with nested ranges
We construct, on a single probability space, a class of special subordinators $S^{(\alpha)}$, indexed by all measurable functions $\alpha: [0,1]\to [0,1]$. Constant... -
Convergence of the all-time supremum of a Lévy process in the heavy-traffic r...
International audience -
L_1-distance for additive processes with time-homogeneous Lévy measures
International audience
