Zero-One Laws and the Minimum of a Markov Process
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Cites work
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Cited in
(33)- Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes
- The convex minorant of a Lévy process
- Lipschitz minorants of Brownian motion and Lévy processes
- Lévy processes conditioned on having a large height process
- On the local rate of growth of Lévy processes with no positive jumps
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- On a problem of Erdös and Taylor
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- Patterns in random walks and Brownian motion
- Stable processes: Sample function growth at a local minimum
- Limit theorems for local times and applications to SDEs with jumps
- Predicting the time at which a Lévy process attains its ultimate supremum
- Splitting at the infimum and excursions in half-lines for random walks and Lévy processes
- Bridges of Lévy processes conditioned to stay positive
- Conditional limit theorems for asymptotically stable random walks
- General tax structures and the Lévy insurance risk model
- Path decompositions for Markov chains.
- Germ sigma fields and the natural state space of a Markov process
- Fluctuation theory and exit systems for positive self-similar Markov processes
- Branching processes seen from their extinction time via path decompositions of reflected Lévy processes
- Limit laws for Brownian motion conditioned to reach a high level
- (Homogeneous) Markovian bridges
- Shifting processes with cyclically exchangeable increments at random
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