On the law of the supremum of Lévy processes (Q373575): Difference between revisions

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+G51
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+G70
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+6216108
@@ Property / zbMATH DE Number: 6216108 / rank @@
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@@ Property / zbMATH Keywords @@
+past supremum
@@ Property / zbMATH Keywords: past supremum / rank @@
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+equivalent measures
@@ Property / zbMATH Keywords: equivalent measures / rank @@
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+absolute continuity
@@ Property / zbMATH Keywords: absolute continuity / rank @@
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+average occupation measure
@@ Property / zbMATH Keywords: average occupation measure / rank @@
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+reflected process
@@ Property / zbMATH Keywords: reflected process / rank @@
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+excursion measure
@@ Property / zbMATH Keywords: excursion measure / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / arXiv ID @@
+.4151
@@ Property / arXiv ID: 1011.4151 / rank @@
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@@ Property / cites work @@
+A new fluctuation identity for Lévy processes and some applications
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@@ Property / cites work @@
+ON A FLUCTUATION IDENTITY FOR RANDOM WALKS AND LÉVY PROCESSES
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@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
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@@ Property / cites work @@
+Maxima of sums of random variables and suprema of stable processes
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@@ Property / cites work @@
+Energy image density property and the lent particle method for Poisson measures
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@@ Property / cites work @@
+Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005.
+Normal rank
@@ Property / cites work @@
+Asymptotic behaviour of first passage time distributions for Lévy processes
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@@ Property / cites work @@
+The asymptotic behavior of densities related to the supremum of a stable process
+Normal rank
@@ Property / cites work @@
+Q4119917
@@ Property / cites work: Q4119917 / rank @@
+Normal rank
@@ Property / cites work @@
+Splitting at backward times in regenerative sets
@@ Property / cites work: Splitting at backward times in regenerative sets / rank @@
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@@ Property / cites work @@
+On extrema of stable processes
@@ Property / cites work: On extrema of stable processes / rank @@
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@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+Q5509994
@@ Property / cites work: Q5509994 / rank @@
+Normal rank
@@ Property / cites work @@
+On Continuity Properties of Infinitely Divisible Distribution Functions
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@@ Property / cites work @@
+Q5590477
@@ Property / cites work: Q5590477 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+A remarkable \(\sigma\)-finite measure unifying supremum penalisations for a stable Lévy process
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@@ Property / OpenAlex ID @@
+W2061355801
@@ Property / OpenAlex ID: W2061355801 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:373575