On the law of the supremum of Lévy processes (Q373575): Difference between revisions
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| Property / author | |||
| Property / author: Loïc Chaumont / rank | |||
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| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G70 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6216108 / rank | |||
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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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Revision as of 10:03, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the law of the supremum of Lévy processes |
scientific article |
Statements
On the law of the supremum of Lévy processes (English)
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17 October 2013
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past supremum
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equivalent measures
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absolute continuity
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average occupation measure
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reflected process
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excursion measure
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