Sur certains processus de lévy conditionnés à rester positifs

DOI10.1080/17442509408833880zbMATH Open0827.60064OpenAlexW1972558218WikidataQ126243913 ScholiaQ126243913MaRDI QIDQ4840923FDOQ4840923

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

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zbMATH Keywords

conditioningexcursion measurereflected processesdecomposition of trajectoriesspectrally positive Lévy processes

Mathematics Subject Classification ID

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

Cited In (27)

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• A limit theorem for the contour process of conditioned Galton-Watson trees
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• On the rate of growth of Lévy processes with no positive jumps conditioned to stay positive
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• A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions
• Conditioned stable Lévy processes and the Lamperti representation
• The asymptotic behavior of densities related to the supremum of a stable process
• Self-similar fragmentations derived from the stable tree. II: Splitting at nodes
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• Lévy processes resurrected in the positive half-line
• Population Dynamics and Random Genealogies
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• Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive
• On the hitting times of continuous-state branching processes with immigration
• Conditioning subordinators embedded in Markov processes
• Branching processes seen from their extinction time via path decompositions of reflected Lévy processes
• Lévy processes with negative drift conditioned to stay positive

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