Zero-One Laws and the Minimum of a Markov Process
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Cites work
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Cited in
(32)- Path decompositions for Markov chains.
- Markovian bridges: weak continuity and pathwise constructions
- Bridges of Lévy processes conditioned to stay positive
- Limit theorems for local times and applications to SDEs with jumps
- On a problem of Erdös and Taylor
- Stable processes: Sample function growth at a local minimum
- Splitting at the infimum and excursions in half-lines for random walks and Lévy processes
- General tax structures and the Lévy insurance risk model
- Patterns in random walks and Brownian motion
- On the local rate of growth of Lévy processes with no positive jumps
- The geometry of random minimal factorizations of a long cycle via biconditioned bitype random trees
- Conditionings and path decompositions for Lévy processes
- Lévy processes conditioned on having a large height process
- Branching processes seen from their extinction time via path decompositions of reflected Lévy processes
- Shifting processes with cyclically exchangeable increments at random
- Lipschitz minorants of Brownian motion and Lévy processes
- The convex minorant of a Lévy process
- Dini derivatives and regularity for exchangeable increment processes
- Limit laws for Brownian motion conditioned to reach a high level
- On some transformations between positive self-similar Markov processes
- Lévy processes with no positive jumps at an increase time
- Fluctuation theory and exit systems for positive self-similar Markov processes
- Predicting the time at which a Lévy process attains its ultimate supremum
- Germ sigma fields and the natural state space of a Markov process
- Birthing Markov processes at random rates
- Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes
- Excursions away from the Lipschitz minorant of a Lévy process
- Totally ordered measured trees and splitting trees with infinite variation. II: Prolific skeleton decomposition
- Splitting and time reversal for Markov additive processes
- (Homogeneous) Markovian bridges
- Exact and asymptotic \(n\)-tuple laws at first and last passage
- Conditional limit theorems for asymptotically stable random walks
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