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Convex minorants and the fluctuation theory of L\'evy processes - MaRDI portal

Convex minorants and the fluctuation theory of L\'evy processes (Q5094002)

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scientific article; zbMATH DE number 7565955
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English
Convex minorants and the fluctuation theory of L\'evy processes
scientific article; zbMATH DE number 7565955

    Statements

    publication date
    2 August 2022
    0 references
    zbMATH Keywords
    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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    arXiv classification
    math.PR
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    Identifiers

    zbMATH DE Number
    7565955
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    arXiv ID
    2105.15060
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