The convex minorant of a Lévy process (Q439880)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The convex minorant of a Lévy process |
scientific article |
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The convex minorant of a Lévy process (English)
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17 August 2012
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Lévy processes
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convex minorant
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uniform stick-breaking
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fluctuation theory
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Vervaat transformation
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