An extension of Pitman's theorem for spectrally positive Lévy processes
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Publication:1201183
DOI10.1214/aop/1176989701zbMath0760.60068OpenAlexW2005350682MaRDI QIDQ1201183
Publication date: 17 January 1993
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989701
Related Items (20)
Discrete integrable systems and Pitman's transformation ⋮ Path decompositions for Markov chains. ⋮ On the local rate of growth of Lévy processes with no positive jumps ⋮ On transient Bessel processes and planar Brownian motion reflected at their future infima ⋮ Conditionings and path decompositions for Lévy processes ⋮ Fractional partial differential equations with boundary conditions ⋮ Infinite stable looptrees ⋮ Scaling limit of linearly edge-reinforced random walks on critical Galton-Watson trees ⋮ Lévy processes with marked jumps. I: Limit theorems ⋮ Population Dynamics and Random Genealogies ⋮ Factorizing Laplace exponents in a spectrally positive Lévy process ⋮ Splitting at the infimum and excursions in half-lines for random walks and Lévy processes ⋮ Conditioning a reflected one-dimensional diffusion via its canonical decomposition ⋮ A Ciesielski-Taylor type identity for positive self-similar Markov processes ⋮ Spectral decomposition of fractional operators and a reflected stable semigroup ⋮ Transience and Recurrence of Markov Processes with Constrained Local Time ⋮ On an explicit Skorokhod embedding for spectrally negative Lévy processes ⋮ Stable shredded spheres and causal random maps with large faces ⋮ Branching processes in Lévy processes: The exploration process ⋮ Bi-infinite solutions for KdV- and Toda-type discrete integrable systems based on path encodings
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