Stable processes: Sample function growth at a last exit time

DOI10.1214/aop/1176995805zbMath0362.60060OpenAlexW1970421053MaRDI QIDQ1239969

Ditlev Monrad

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1214/aop/1176995805

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Sample path properties (60G17) Markov processes (60J99)

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Bridging the first and last passage times for Lévy models, Germ sigma fields and the natural state space of a Markov process, Stable processes: Sample function growth at a local minimum