A path decomposition for Lévy processes

DOI10.1016/0304-4149(93)90012-SzbMath0779.60046MaRDI QIDQ689457

Ronald Arthur Doney

Publication date: 19 January 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

excursionsLévy processesBrownian motionfirst passage timesmaxima of Lévy processes

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Sample path properties (60G17)

Related Items

Some independence results related to the arc-sine law, Splitting at the infimum and excursions in half-lines for random walks and Lévy processes, A lifetime of excursions through random walks and Lévy processes

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