Vervaat et Lévy

DOI10.1016/j.anihpb.2004.11.001zbMath1074.60082OpenAlexW2325989557MaRDI QIDQ2485321

Sonia Fourati

Publication date: 4 August 2005

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_2005__41_3_461_0

zbMATH Keywords

potential theoryLévy processKuznetsov measureMarkov measuregeneral theory of processesbridge of Brownian motionexcursion of Brownian motionindexed trajectory

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Probabilistic potential theory (60J45) Probabilistic measure theory (60A10)

Related Items (4)

Shifting Processes with Cyclically Exchangeable Increments at Random ⋮ The convex minorant of a Lévy process ⋮ Bridges of Lévy processes conditioned to stay positive ⋮ (Homogeneous) Markovian bridges

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