An extension of Pitman's theorem for spectrally positive Lévy processes

DOI10.1214/aop/1176989701zbMath0760.60068MaRDI QIDQ1201183

Jean Bertoin

Publication date: 17 January 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989701

zbMATH Keywords

Bessel process; Lévy process; time reversal; reflected process; maximum process; conditioned process

Mathematics Subject Classification ID

60J99: Markov processes

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