The convex minorant of a Lévy process (Q439880)
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scientific article; zbMATH DE number 6067452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The convex minorant of a Lévy process |
scientific article; zbMATH DE number 6067452 |
Statements
The convex minorant of a Lévy process (English)
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17 August 2012
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Lévy processes
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convex minorant
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uniform stick-breaking
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fluctuation theory
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Vervaat transformation
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0.9496367
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0.9473714
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0.9417896
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0.9014122
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0.90060407
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0.8983981
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0.8968321
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0.88701445
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