Growth rate of a two-parameter subordinator

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This paper deals with the local properties of the sample paths of a two-parameter subordinator, viz. a two-parameter process \(X\) whose increments are stationary, independent and valued in \({\mathbf R}^+\). Roughly, the author is interested in the almost sure behaviour of \(X_{s,t}/h(st)\) where \(h\) is some increasing function and \(\sup\{s,t\}\) tends to 0 (resp. \(\inf\{s,t\}\) tends to \(\infty\)). The case where \(\{s,t\}\) tends to an arbitrary point of \({\mathbf R}^+\times{\mathbf R}^+\) must be treated separately since there is no total order relation. It should be noted that the results are somewhat different from the one-parameter case, which was first studied by \textit{B. Fristedt} [Adv. Probab. Relat. Top. 3, 241-396 (1974; Zbl 0309.60047)], and \textit{J. Bertoin} [Probab. Theory Relat. Fields 103, No. 3, 317-327 (1995; Zbl 0832.60049)].











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