scientific article

zbMath0575.60080MaRDI QIDQ3694411

Richard F. Bass

Publication date: 1984

Full work available at URL: http://www.numdam.org/item?id=SPS_1984__18__29_0

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zbMATH Keywords

extreme pointconvex minorantsplitting timesdecomposition of general Markov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Sample path properties (60G17)

Related Items (5)

The distribution of the maximal difference between a Brownian bridge and its concave majorant ⋮ Lipschitz minorants of Brownian motion and Lévy processes ⋮ The greatest convex minorant of Brownian motion, meander, and bridge ⋮ Marginal densities of the least concave majorant of Brownian motion. ⋮ On the convex hull of a Brownian excursion with parabolic drift.

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