The convex minorant of a Lévy process

DOI10.1214/11-AOP658zbMath1248.60053arXiv1011.3069OpenAlexW2078988630MaRDI QIDQ439880

Gerónimo Uribe Bravo, Jim W. Pitman

Publication date: 17 August 2012

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.3069

zbMATH Keywords

Lévy processesfluctuation theoryconvex minorantuniform stick-breakingVervaat transformation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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