Path decompositions for real Levy processes

Thomas Duquesne

Annales de l'I.H.P. Probabilités et statistiques (2003)

  • Volume: 39, Issue: 2, page 339-370
  • ISSN: 0246-0203

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Duquesne, Thomas. "Path decompositions for real Levy processes." Annales de l'I.H.P. Probabilités et statistiques 39.2 (2003): 339-370. <http://eudml.org/doc/77766>.

@article{Duquesne2003,
author = {Duquesne, Thomas},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {excursion theory; reversed paths; Williams' decomposition theorems; Bismut's decomposition; reversed excursion},
language = {eng},
number = {2},
pages = {339-370},
publisher = {Elsevier},
title = {Path decompositions for real Levy processes},
url = {http://eudml.org/doc/77766},
volume = {39},
year = {2003},
}

TY - JOUR
AU - Duquesne, Thomas
TI - Path decompositions for real Levy processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2003
PB - Elsevier
VL - 39
IS - 2
SP - 339
EP - 370
LA - eng
KW - excursion theory; reversed paths; Williams' decomposition theorems; Bismut's decomposition; reversed excursion
UR - http://eudml.org/doc/77766
ER -

References

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  2. [2] J. Bertoin, An extension of Pitman's theorem for spectrally negative Lévy processes, Ann. Probab.20 (1992) 1464-1483. Zbl0760.60068MR1175272
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  14. [14] P.W. Millar, Exit properties of stochastic processes with independent increments, Trans. Amer. Math. Soc.178 (1973) 459-479. Zbl0268.60065MR321198
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  16. [16] J. Pitman, One-dimensional Brownian motion and the three-dimensional Bessel process, Adv. Appl. Probab.7 (1975) 511-526. Zbl0332.60055MR375485
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