Excursions away from the Lipschitz minorant of a Lévy process (Q2078023)
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scientific article; zbMATH DE number 7481306
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Excursions away from the Lipschitz minorant of a Lévy process |
scientific article; zbMATH DE number 7481306 |
Statements
Excursions away from the Lipschitz minorant of a Lévy process (English)
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25 February 2022
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enlargement of filtration
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fluctuation theory
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global minimum
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last exit decomposition
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path decomposition
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regenerative set
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subordinator
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0.898186206817627
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0.7227558493614197
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0.7153289914131165
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0.7034142017364502
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