Inversion of the space and time of stable Lévy processes

DOI10.1007/s00440-005-0455-2zbMath1090.60045OpenAlexW2071739956MaRDI QIDQ2492619

Sonia Fourati

Publication date: 14 June 2006

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

Full work available at URL: https://doi.org/10.1007/s00440-005-0455-2

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50)

Related Items (4)

Optimal estimation of the supremum and occupation times of a self-similar Lévy process ⋮ How smooth can the convex hull of a Lévy path be? ⋮ On exit time of stable processes ⋮ On extrema of stable processes

Cites Work

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• Increase of stable processes
• Crossing points of Lévy processes and general theory of processes
• The Maximum of Sums of Stable Random Variables
• Stable processes: Sample function growth at a local minimum
• On the maximum of sums of random variables and the supremum functional for stable processes
• Maxima of sums of random variables and suprema of stable processes

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