Convex minorants and the fluctuation theory of L\'evy processes (Q5094002): Difference between revisions

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+Convex minorants and the fluctuation theory of L\'evy processes
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+MaRDI publication profile
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+math.PR
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+.15060
@@ Property / arXiv ID: 2105.15060 / rank @@
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+Concave Majorants of Random Walks and Related Poisson Processes
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+Convex minorants of random walks and Lévy processes
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+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
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+On the law of the supremum of Lévy processes
@@ Property / cites work: On the law of the supremum of Lévy processes / rank @@
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+Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005.
+Normal rank
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+The Strong Law of Large Numbers When the Mean is Undefined
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+The concave majorant of Brownian motion
@@ Property / cites work: The concave majorant of Brownian motion / rank @@
+Normal rank
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+Q2774021
@@ Property / cites work: Q2774021 / rank @@
+Normal rank
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+Q5286671
@@ Property / cites work: Q5286671 / rank @@
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Q4510189
@@ Property / cites work: Q4510189 / rank @@
+Normal rank
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+The convex minorant of a Lévy process
@@ Property / cites work: The convex minorant of a Lévy process / rank @@
+Normal rank
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+Q5409097
@@ Property / cites work: Q5409097 / rank @@
+Normal rank