Sur la décomposition de la trajectoire d'un processus de Lévy spectralement positif en son infimum
Annales de l'I.H.P. Probabilités et statistiques (1991)
- Volume: 27, Issue: 4, page 537-547
- ISSN: 0246-0203
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topBertoin, Jean. "Sur la décomposition de la trajectoire d'un processus de Lévy spectralement positif en son infimum." Annales de l'I.H.P. Probabilités et statistiques 27.4 (1991): 537-547. <http://eudml.org/doc/77416>.
@article{Bertoin1991,
author = {Bertoin, Jean},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {path decomposition; spectrally positive Lévy process; cumulant function; inverse Pitman's theorem},
language = {fre},
number = {4},
pages = {537-547},
publisher = {Gauthier-Villars},
title = {Sur la décomposition de la trajectoire d'un processus de Lévy spectralement positif en son infimum},
url = {http://eudml.org/doc/77416},
volume = {27},
year = {1991},
}
TY - JOUR
AU - Bertoin, Jean
TI - Sur la décomposition de la trajectoire d'un processus de Lévy spectralement positif en son infimum
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1991
PB - Gauthier-Villars
VL - 27
IS - 4
SP - 537
EP - 547
LA - fre
KW - path decomposition; spectrally positive Lévy process; cumulant function; inverse Pitman's theorem
UR - http://eudml.org/doc/77416
ER -
References
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- [5] Y. Le Jan, Dual Markovian Semigroups and Processes, in M. FUKUSHIMA éd., Functional Analysis in Markov Processes; Proceeding, Kataka and Kyoto, 1981; Lect. Notes Math., n° 923, Springer Verlag, 1981, p. 47-75. Zbl0484.60060MR661618
- [6] P.W. Millar, Zero-One Laws and the Minimum of a Markov Process, Trans. Am. Math. Soc., vol. 226, 1977, p. 365-391. Zbl0381.60062MR433606
- [7] J.W. Pitman, One-Dimensional Brownian Motion and the Three-Dimensional Bessel Process, Adv. Appl. Prob., vol. 7, 1975, p. 511-526. Zbl0332.60055MR375485
- [8] L.C.G. Rogers, A New Identity for Real Lévy Processes, Ann. Inst. Henri Poincaré, vol. 20, n° 1, 1984, p. 21-34. MR740248
- [9] L.C.G. Rogers et J. Pitman, Markov Functions, Ann. Prob., vol. 9, 1981, p. 573- 581. Zbl0466.60070MR624684
- [10] D. Williams, Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, Proc. London Math. Soc., vol. 28, 1974, p. 738-768. Zbl0326.60093MR350881
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