Fluctuation identities for lévy processes and splitting at the maximum

DOI10.2307/1426747zbMath0443.60037WikidataQ103063021 ScholiaQ103063021MaRDI QIDQ3886581

Jim W. Pitman, Prescilla E. Greenwood

Publication date: 1980

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426747

zbMATH Keywords

fluctuation theory; Levy process; point process of excursions; splitting time

Mathematics Subject Classification ID

60G17: Sample path properties

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