Level crossings of a Cauchy process

DOI10.1214/aop/1176992437zbMath0602.60059OpenAlexW2037783389MaRDI QIDQ1081968

Jim W. Pitman, Marc Yor

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992437

zbMATH Keywords

Brownian scaling and renewal theorycrossings of zero by a Cauchy processskew-product representation of planar Brownian motion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sample path properties (60G17) Markov processes (60J99)

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Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes), Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné, Intermediate-level crossings of a first-passage path, Lamperti-type laws, Strong approximations of additive functionals of a planar Brownian motion., Shooting randomly against a line in Euclidean and non-Euclidean spaces