Bridges of Lévy processes conditioned to stay positive (Q2444663): Difference between revisions
From MaRDI portal
Removed claim: reviewed by (P1447): Item:Q586349 |
Changed an Item |
||
| Property / reviewed by | |||
| Property / reviewed by: Sophia L. Kalpazidou / rank | |||
Normal rank | |||
Revision as of 20:55, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bridges of Lévy processes conditioned to stay positive |
scientific article |
Statements
Bridges of Lévy processes conditioned to stay positive (English)
0 references
10 April 2014
0 references
Starting from the work of \textit{I. V. Denisov} [Teor. Veroyatn. Primen. 28, No. 4, 785--788 (1983; Zbl 0528.60077)], the author generalizes a decomposition of the Brownian trajectory at the time it reaches its minimum on a given interval. Following \textit{L. Chaumont} and \textit{R. A. Doney} [Ann. Probab. 38, No. 4, 1368--1389 (2010; Zbl 1210.60033)], Lévy processes conditioned to stay positive and meanders are introduced. Finally, extensions of Denisov's theorem and of Verraat's theorem are given.
0 references
Lévy processes
0 references
Markovian bridges
0 references
Vervaat transformation
0 references
