An extension of Vervaat's transformation and its consequences
From MaRDI portal
Publication:5919595
DOI10.1023/A:1007795228700zbMath1425.60070OpenAlexW2138590668MaRDI QIDQ5919595
Publication date: 22 August 2019
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1007795228700
Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Local time and additive functionals (60J55)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Relations entre pont et excursion du mouvement brownien réel. (Relations between bridge and excursion of real Brownian motion)
- Spreading and predictable sampling in exchangeable sequences and processes
- Semi-martingales et grossissement d'une filtration
- Excursions in Brownian motion
- A relation between Brownian bridge and Brownian excursion
- Normalized excursion, meander and bridge for stable Lévy processes
- Occupation time distributions for Lévy bridges and excursions
- A proof of Dassios' representation of the \(\alpha\)-quantile of Brownian motion with drift
- Sample quantiles of stochastic processes with stationary and independent ents
- An elementary probability approach to fluctuation theory
- The distribution of the maximum Brownian excursion
- A Path Transformation and its Applications to Fluctuation Theory
- Two chain-transformations and their applications to quantiles
- The distribution of Brownian quantiles
- Order Statistics of Partial Sums
This page was built for publication: An extension of Vervaat's transformation and its consequences
