Conditionings and path decompositions for Lévy processes
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Publication:1374619
DOI10.1016/S0304-4149(96)00081-6zbMATH Open0879.60072MaRDI QIDQ1374619FDOQ1374619
Authors: Loïc Chaumont 
Publication date: 10 December 1997
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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Cited In (65)
- The peeling process of infinite Boltzmann planar maps
- Continuum random trees and branching processes with immigration
- Old and new examples of scale functions for spectrally negative Lévy processes
- Transience and recurrence of Markov processes with constrained local time
- Lévy processes with finite variance conditioned to avoid an interval
- A remarkable \(\sigma\)-finite measure unifying supremum penalisations for a stable Lévy process
- Lévy processes conditioned on having a large height process
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- Invariance principles for local times at the maximum of random walks and Lévy processes
- Invariance principles for random walks conditioned to stay positive
- Markovian bridges: weak continuity and pathwise constructions
- Probability tilting of compensated fragmentations
- Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes
- On the limit law of a random walk conditioned to reach a high level
- On Lévy processes conditioned to avoid zero
- On universality in penalisation problems with multiplicative weights
- Oscillatory attraction and repulsion from a subset of the unit sphere or hyperplane for isotropic stable Lévy processes
- How fast planar maps get swallowed by a peeling process
- On some transformations between positive self-similar Markov processes
- Quasi-stationary distributions for Lévy processes
- The falling apart of the tagged fragment and the asymptotic disintegration of the Brownian height fragmentation
- Path decompositions for real Lévy processes
- Exact and asymptotic \(n\)-tuple laws at first and last passage
- Some explicit identities associated with positive self-similar Markov processes
- On the rate of growth of Lévy processes with no positive jumps conditioned to stay positive
- Stable processes conditioned to hit an interval continuously from the outside
- An axiomatic characterization of the Brownian map
- Path to survival for the critical branching processes in a random environment
- Conditioned random walks and Lévy processes
- The first passage time of a stable process conditioned to not overshoot
- Zooming in on a Lévy process at its supremum
- Conditioned stable Lévy processes and the Lamperti representation
- Local time penalizations with various clocks for Lévy processes
- Positive self-similar Markov processes obtained by resurrection
- Sur la décomposition de la trajectoire d'un processus de Lévy spectralement positif en son infimum. (On the path decomposition at the infimum for a spectrally positive Lévy process)
- Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes
- Penalisation of a stable Lévy process involving its one-sided supremum
- Splitting at the infimum and excursions in half-lines for random walks and Lévy processes
- Growth-fragmentation processes in Brownian motion indexed by the Brownian tree
- Connectivity properties of the adjacency graph of \(\text{SLE}_{\kappa}\) bubbles for \(\kappa\in(4,8)\)
- Entrance and exit at infinity for stable jump diffusions
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- MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022
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- Martingales in self-similar growth-fragmentations and their connections with random planar maps
- Conditioning subordinators embedded in Markov processes
- Conditioned real self-similar Markov processes
- Branching processes seen from their extinction time via path decompositions of reflected Lévy processes
- Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes
- Extinction rate of continuous state branching processes in critical Lévy environments
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- Non-symmetric stable processes: Dirichlet heat kernel, Martin kernel and Yaglom limit
- Lévy processes conditioned to stay in a half-space with applications to directional extremes
- Three-point correlation functions in the \(\mathfrak{sl}_3\) Toda theory. I: Reflection coefficients
- Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment
- How many families survive for a long time?
- Yaglom limit for unimodal Lévy processes
- Sample path behaviors of Lévy processes conditioned to avoid zero
- Totally ordered measured trees and splitting trees with infinite variation. II: Prolific skeleton decomposition
- Lévy processes resurrected in the positive half-line
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