Sur la décomposition de la trajectoire d'un processus de Lévy spectralement positif en son infimum. (On the path decomposition at the infimum for a spectrally positive Lévy process)

zbMath0758.60073MaRDI QIDQ1185277

Jean Bertoin

Publication date: 28 June 1992

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1991__27_4_537_0

zbMATH Keywords

path decompositionspectrally positive Lévy processcumulant functioninverse Pitman's theorem

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30) Markov processes (60J99)

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