Pages that link to "Item:Q5094002"
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The following pages link to Convex minorants and the fluctuation theory of L\'evy processes (Q5094002):
Displaying 7 items.
- Markovian structure in the concave majorant of Brownian motion (Q2144338) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- How smooth can the convex hull of a Lévy path be? (Q6126978) (← links)
- Asymptotic shape of the concave majorant of a Lévy process (Q6159719) (← links)
- Hölder continuity of the convex minorant of a Lévy process (Q6177611) (← links)
- Joint density of the stable process and its supremum: regularity and upper bounds (Q6635741) (← links)
- When is the convex hull of a Lévy path smooth? (Q6663944) (← links)
