Lipschitz minorants of Brownian motion and Lévy processes

DOI10.1007/s00440-013-0497-9zbMath1303.60037arXiv1110.1105OpenAlexW2024351579MaRDI QIDQ2447300

Steven N. Evans, Joshua Abramson

Publication date: 25 April 2014

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

Full work available at URL: https://arxiv.org/abs/1110.1105

zbMATH Keywords

subordinatorglobal minimumfluctuation theoryregenerative setabrupt process\(c\)-convexityPasch-Hausdorff envelope

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Sample path properties (60G17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Scalar conservation laws with white noise initial data ⋮ Markovian structure in the concave majorant of Brownian motion ⋮ Random tessellations and Gibbsian solutions of Hamilton-Jacobi equations ⋮ The argmin process of random walks, Brownian motion and Lévy processes ⋮ Structure of shocks in Burgers turbulence with Lévy noise initial data ⋮ Scalar conservation laws with monotone pure-jump Markov initial conditions ⋮ Excursions away from the Lipschitz minorant of a Lévy process ⋮ Two continua of embedded regenerative sets

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