Stable processes: Sample function growth at a last exit time

DOI10.1214/AOP/1176995805MaRDI QIDQ1239969zbMATH OpenOpenAlexFDO

Authors Ditlev Monrad

Publication date 1977

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176995805

Mathematics Subject Classification ID

Sample path properties (60G17) Continuous-time Markov processes on general state spaces (60J25) Markov processes (60J99)

Cited in

(4)

• Bridging the first and last passage times for Lévy models
• Stable processes: Sample function growth at a local minimum
• Germ sigma fields and the natural state space of a Markov process
• Optimal prediction of the last r-excursion time of Brownian motion models

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