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The convex minorant of the Cauchy process

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Publication:1977464
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DOI10.1214/ECP.v5-1017zbMath0954.60042MaRDI QIDQ1977464

Jean Bertoin

Publication date: 18 May 2000

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/120779


zbMATH Keywords

Cauchy processconvex minorant


Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)


Related Items (11)

Markovian structure in the concave majorant of Brownian motion ⋮ How smooth can the convex hull of a Lévy path be? ⋮ Concave majorant of stochastic processes and Burgers turbulence ⋮ The convex minorant of a Lévy process ⋮ Cauchy-Matern model of sea surface wind speed at the Lake Worth, Florida ⋮ Lipschitz minorants of Brownian motion and Lévy processes ⋮ The greatest convex minorant of Brownian motion, meander, and bridge ⋮ Zeros of random tropical polynomials, random polygons and stick-breaking ⋮ Concave Majorants of Random Walks and Related Poisson Processes ⋮ Abrupt Lévy processes. ⋮ On the convex hull of a Brownian excursion with parabolic drift.




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