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

@@ label / en / label / en @@
+Convex minorants and the fluctuation theory of L\'evy processes
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv classification @@
+math.PR
@@ Property / arXiv classification: math.PR / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.15060
@@ Property / arXiv ID: 2105.15060 / rank @@
+Normal rank
@@ Property / cites work @@
+Concave Majorants of Random Walks and Related Poisson Processes
+Normal rank
@@ Property / cites work @@
+Convex minorants of random walks and Lévy processes
+Normal rank
@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+On the law of the supremum of Lévy processes
@@ Property / cites work: On the law of the supremum of Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005.
+Normal rank
@@ Property / cites work @@
+The Strong Law of Large Numbers When the Mean is Undefined
+Normal rank
@@ Property / cites work @@
+The concave majorant of Brownian motion
@@ Property / cites work: The concave majorant of Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q2774021
@@ Property / cites work: Q2774021 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5286671
@@ Property / cites work: Q5286671 / rank @@
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+Q4510189
@@ Property / cites work: Q4510189 / rank @@
+Normal rank
@@ Property / cites work @@
+The convex minorant of a Lévy process
@@ Property / cites work: The convex minorant of a Lévy process / rank @@
+Normal rank
@@ Property / cites work @@
+Q5409097
@@ Property / cites work: Q5409097 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5094002