Level crossings of a Cauchy process

DOI10.1214/AOP/1176992437zbMATH Open0602.60059OpenAlexW2037783389MaRDI QIDQ1081968FDOQ1081968

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

Recommendations

• Level crossing times for certain processes without positive jumps
• scientific article; zbMATH DE number 4090510
• Level crossings of the empirical process
• Level crossings of a two-parameter random walk
• Publication:5753322

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)

Cited In (7)

• Strong approximations of additive functionals of a planar Brownian motion.
• Lamperti-type laws
• Intermediate-level crossings of a first-passage path
• Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
• Title not available (Why is that?)
• Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné
• Shooting randomly against a line in Euclidean and non-Euclidean spaces

This page was built for publication: Level crossings of a Cauchy process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1081968)