Shifting Processes with Cyclically Exchangeable Increments at Random (Q5038263): Difference between revisions

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+Regularity of the half-line for Lévy processes
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+Constructions of a Brownian path with a given minimum
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+Path transformations of first passage bridges
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+Relations entre pont et excursion du mouvement brownien réel. (Relations between bridge and excursion of real Brownian motion)
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+A Vervaat-like path transformation for the reflected Brownian bridge conditioned on its local time at 0
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+Normalized excursion, meander and bridge for stable Lévy processes
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+An extension of Vervaat's transformation and its consequences
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+Markovian bridges: weak continuity and pathwise constructions
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+Excursions in Brownian motion
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+Q3308825
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+Weak convergence to Brownian meander and Brownian excursion
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+Vervaat et Lévy
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+Q4279771
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+Canonical representations and convergence criteria for processes with interchangeable increments
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+Path properties of processes with independent and interchangeable increments
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+Splitting at backward times in regenerative sets
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+The distribution of the maximum Brownian excursion
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+Splitting Trees Stopped when the First Clock Rings and Vervaat's Transformation
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+Ordered additive coalescent and fragmentations associated to Lévy processes with no positive jumps
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+Zero-One Laws and the Minimum of a Markov Process
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+Normal rank
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+One-dimensional Brownian motion and the three-dimensional Bessel process
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+Brownian motion, bridge excursion, and meander characterized by sampling at independent uniform times
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+Q5549432
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+Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
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+Zeroes of Infinitely Divisible Densities
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+Q5524064
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+Bridges of Lévy processes conditioned to stay positive
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+A relation between Brownian bridge and Brownian excursion
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