Sur certains processus de lévy conditionnés à rester positifs

DOI10.1080/17442509408833880MaRDI QIDQ4840923zbMATH OpenOpenAlexWikidataFDO

Authors Loïc Chaumont

Publication date 26 November 1995

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509408833880

zbMATH Keywords

conditioningexcursion measurereflected processesdecomposition of trajectoriesspectrally positive Lévy processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Sample path properties (60G17)

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(27)

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• An extension of Pitman's theorem for spectrally positive Lévy processes
• Séminaire de Probabilités XXXVIII
• Conditions for a Lévy process to stay positive near 0, in probability
• Self-similar fragmentations derived from the stable tree. II: Splitting at nodes
• Conditionings and path decompositions for Lévy processes
• A path decomposition for Lévy processes
• Lévy processes conditioned to stay in a half-space with applications to directional extremes
• Lévy processes conditioned on having a large height process
• A limit theorem for the contour process of conditioned Galton-Watson trees
• Lévy processes with negative drift conditioned to stay positive
• Branching processes seen from their extinction time via path decompositions of reflected Lévy processes
• On the hitting times of continuous-state branching processes with immigration
• On Lévy processes conditioned to stay positive
• On Lévy processes conditioned to avoid zero
• Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive
• Conditioned stable Lévy processes and the Lamperti representation
• Conditioning subordinators embedded in Markov processes
• A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions
• scientific article; zbMATH DE number 2129990 (Why is no real title available?)
• Old and new examples of scale functions for spectrally negative Lévy processes
• The asymptotic behavior of densities related to the supremum of a stable process
• Population Dynamics and Random Genealogies

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