Increase of stable processes

DOI10.1007/BF02213568zbMath0809.60050OpenAlexW2080248847MaRDI QIDQ1332401

Jean Bertoin

Publication date: 28 March 1995

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02213568

zbMATH Keywords

Lévy processesBrownian pathfluctuation theory for the maxima and minima of stable processes

Mathematics Subject Classification ID

Sample path properties (60G17) Markov processes (60J99)

Related Items (5)

Conditionings and path decompositions for Lévy processes ⋮ Local times for functions with finite variation: two versions of Stieltjes change-of-variables formula ⋮ Inversion of the space and time of stable Lévy processes ⋮ Increase of Lévy processes ⋮ Stable shredded spheres and causal random maps with large faces

Cites Work

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• Splitting at the infimum and excursions in half-lines for random walks and Lévy processes
• Brownian motion never increases: A new proof to a result of Dvoretzky, Erdős and Kakutani
• Lévy processes that can creep downwards never increase
• On nonincrease of Brownian motion
• On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments
• Fluctuation identities for lévy processes and splitting at the maximum
• Increase of a lévy process with no positive jumps
• Fluctuation theory in continuous time
• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments

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