Convex minorants and the fluctuation theory of L\'evy processes (Q5094002)
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scientific article; zbMATH DE number 7565955
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex minorants and the fluctuation theory of L\'evy processes |
scientific article; zbMATH DE number 7565955 |
Statements
2 August 2022
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Lévy processes
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convex minorant
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fluctuation theory
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vertex process
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piecewise linear convex functions
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math.PR
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