Crossing points of Lévy processes and general theory of processes

DOI10.1007/S004400050143zbMATH Open0897.60083OpenAlexW2324903030MaRDI QIDQ1377036FDOQ1377036

Authors: Sonia Fourati 

Publication date: 1 February 1998

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050143

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zbMATH Keywords

potential theoryLévy process

Mathematics Subject Classification ID

Markov processes (60J99) Local time and additive functionals (60J55) General theory of stochastic processes (60G07)

Cited In (15)

• Lipschitz minorants of Brownian motion and Lévy processes
• Abrupt Lévy processes.
• Structure of shocks in Burgers turbulence with Lévy noise initial data
• Eventual intersection for sequences of Lévy processes
• Conditional Lévy processes
• Deep factorisation of the stable process. II: Potentials and applications
• Inversion of the space and time of stable Lévy processes
• Crossing points of distributions and a theorem that relates them to second order stochastic dominance
• The time at which a Lévy process creeps
• Fluctuations of Lévy processes and scattering theory
• Title not available (Why is that?)
• Increase of stable processes
• Lévy processes that can creep downwards never increase
• On time reversal
• \(LU\)-factorization versus Wiener-Hopf factorization for Markov chains

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