Sur certains processus de lévy conditionnés à rester positifs

DOI10.1080/17442509408833880zbMath0827.60064OpenAlexW1972558218WikidataQ126243913 ScholiaQ126243913MaRDI QIDQ4840923

Loïc Chaumont

Publication date: 26 November 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509408833880

zbMATH Keywords

conditioningexcursion measurespectrally positive Lévy processesreflected processesdecomposition of trajectories

Mathematics Subject Classification ID

Diffusion processes (60J60) Sample path properties (60G17)

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