scientific article; zbMATH DE number 3919501

MaRDI QIDQ3694411zbMATH OpenFDO

Authors Richard F. Bass

Publication date 1984

Full work available at URL http://www.numdam.org/item?id=SPS_1984__18__29_0, https://eudml.org/doc/113489

zbMATH Keywords

convex minorantdecomposition of general Markov processesextreme pointsplitting times

Mathematics Subject Classification ID

Sample path properties (60G17) Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65)

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(10)

• Marginal densities of the least concave majorant of Brownian motion.
• The convex minorant of the Cauchy process
• Markovian structure in the concave majorant of Brownian motion
• Lipschitz minorants of Brownian motion and Lévy processes
• On the convex hull of a Brownian excursion with parabolic drift.
• Convex minorants of random walks and Lévy processes
• Convex Minorants of Random Walks and Brownian Motion
• The distribution of the maximal difference between a Brownian bridge and its concave majorant
• The greatest convex minorant of Brownian motion, meander, and bridge
• Min-problem for Markov moments and the speed of response

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