Comparison of two components of a bivariate subordinator and study of the upper envelope of a Lévy process

zbMath1032.60045MaRDI QIDQ1413101

Vincent Vigon

Publication date: 16 November 2003

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_2003__39_6_993_0

zbMATH Keywords

Lévy processessample path properties

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sample path properties (60G17)

Related Items (3)

Structure of shocks in Burgers turbulence with Lévy noise initial data ⋮ \(LU\)-factorization versus Wiener-Hopf factorization for Markov chains ⋮ Lipschitz minorants of Brownian motion and Lévy processes

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