Excursions away from the Lipschitz minorant of a Lévy process (Q2078023)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Excursions away from the Lipschitz minorant of a Lévy process |
scientific article |
Statements
Excursions away from the Lipschitz minorant of a Lévy process (English)
0 references
25 February 2022
0 references
enlargement of filtration
0 references
fluctuation theory
0 references
global minimum
0 references
last exit decomposition
0 references
path decomposition
0 references
regenerative set
0 references
subordinator
0 references
