Regenerative embedding of Markov sets

DOI10.1007/s004400050121zbMath0895.60011OpenAlexW1991435568MaRDI QIDQ1368749

Jean Bertoin

Publication date: 8 September 1998

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050121

zbMATH Keywords

subordinatorcompletely monotone functionSkorokhod embeddingLaplace exponentsregenerative lawsregeneratively embedded

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Markov processes (60J99)

Related Items (9)

Intersections of Brownian motions ⋮ Lipschitz minorants of Brownian motion and Lévy processes ⋮ Some remarks on special subordinators ⋮ Hunt's hypothesis (H) for Markov processes: survey and beyond ⋮ On suprema of Lévy processes and application in risk theory ⋮ Renewal theory for embedded regenerative sets ⋮ Two continua of embedded regenerative sets ⋮ Monotonicity properties of regenerative sets and Lorden's inequality ⋮ Abrupt Lévy processes.

This page was built for publication: Regenerative embedding of Markov sets