Inversion of the space and time of stable Lévy processes
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Publication:2492619
DOI10.1007/s00440-005-0455-2zbMath1090.60045OpenAlexW2071739956MaRDI QIDQ2492619
Publication date: 14 June 2006
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-005-0455-2
Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50)
Related Items (4)
Optimal estimation of the supremum and occupation times of a self-similar Lévy process ⋮ How smooth can the convex hull of a Lévy path be? ⋮ On exit time of stable processes ⋮ On extrema of stable processes
Cites Work
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