Increase of Lévy processes (Q2563943): Difference between revisions

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+https://doi.org/10.1214/aop/1039639372
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+W2069869623
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+Brownian motion never increases: A new proof to a result of Dvoretzky, Erdős and Kakutani
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+Probability approximations via the Poisson clumping heuristic
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+Increase of a lévy process with no positive jumps
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+Lévy processes with no positive jumps at an increase time
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+Increase of stable processes
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+Lévy processes that can creep downwards never increase
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+Cramér's estimate for Lévy processes
@@ Property / cites work: Cramér's estimate for Lévy processes / rank @@
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+Fluctuation theory in continuous time
@@ Property / cites work: Fluctuation theory in continuous time / rank @@
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+Q4726487
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+On nonincrease of Brownian motion
@@ Property / cites work: On nonincrease of Brownian motion / rank @@
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+Q3846616
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+Q4067863
@@ Property / cites work: Q4067863 / rank @@
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+Fluctuation identities for lévy processes and splitting at the maximum
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+Semilinear Markov processes, subordinators and renewal theory
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+A convolution equation and hitting probabilities of single points for processes with stationary independent increments
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+Q3908217
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+Exit Properties of Stochastic Processes with Stationary Independent Increments
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