Level crossings of a Cauchy process

DOI10.1214/AOP/1176992437MaRDI QIDQ1081968zbMATH OpenOpenAlexFDO

Authors Jim Pitman, Marc Yor

Publication date 1986

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

Full work available at URL https://doi.org/10.1214/aop/1176992437

zbMATH Keywords

Brownian scaling and renewal theorycrossings of zero by a Cauchy processskew-product representation of planar Brownian motion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov processes (60J99) Sample path properties (60G17)

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