An extension of Pitman's theorem for spectrally positive Lévy processes
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Publication:1201183
DOI10.1214/aop/1176989701zbMath0760.60068MaRDI QIDQ1201183
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
Bessel process; Lévy process; time reversal; reflected process; maximum process; conditioned process
60J99: Markov processes
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