Lévy processes conditioned to stay in a half-space with applications to directional extremes (Q6157629): Difference between revisions

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+On mixing and stability of limit theorems
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+Discretization error for a two-sided reflected Lévy process
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+Discretization error in simulation of one-dimensional reflecting Brownian motion
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+Splitting at the infimum and excursions in half-lines for random walks and Lévy processes
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+Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid
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+Sur certains processus de lévy conditionnés à rester positifs
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+On Lévy processes conditioned to stay positive
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+Invariance principles for local times at the maximum of random walks and Lévy processes
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+Stable processes conditioned to hit an interval continuously from the outside
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+Lévy processes with finite variance conditioned to avoid an interval
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+Path decompositions for real Lévy processes
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+Q5624436
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+Splitting and time reversal for Markov additive processes
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+Zooming in on a Lévy process at its supremum
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+Q2774021
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+A path decomposition for Markov processes
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