Quelques nouvelles identités de fluctuation pour les processus de Lévy

DOI10.1016/S0764-4442(99)80256-0zbMath0944.60050OpenAlexW2010546647MaRDI QIDQ4260591

Loïc Chaumont, Larbi Alili

Publication date: 18 September 2000

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(99)80256-0

zbMATH Keywords

Lévy processstable processentrance lawexcursion measureladder height processladder time

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

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