Vervaat et Lévy

Sonia Fourati

Annales de l'I.H.P. Probabilités et statistiques (2005)

  • Volume: 41, Issue: 3, page 461-478
  • ISSN: 0246-0203

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Fourati, Sonia. "Vervaat et Lévy." Annales de l'I.H.P. Probabilités et statistiques 41.3 (2005): 461-478. <http://eudml.org/doc/77854>.

@article{Fourati2005,
author = {Fourati, Sonia},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Lévy process; bridge of Brownian motion; excursion of Brownian motion; indexed trajectory; Kuznetsov measure; Markov measure; potential theory; general theory of processes},
language = {fre},
number = {3},
pages = {461-478},
publisher = {Elsevier},
title = {Vervaat et Lévy},
url = {http://eudml.org/doc/77854},
volume = {41},
year = {2005},
}

TY - JOUR
AU - Fourati, Sonia
TI - Vervaat et Lévy
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2005
PB - Elsevier
VL - 41
IS - 3
SP - 461
EP - 478
LA - fre
KW - Lévy process; bridge of Brownian motion; excursion of Brownian motion; indexed trajectory; Kuznetsov measure; Markov measure; potential theory; general theory of processes
UR - http://eudml.org/doc/77854
ER -

References

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  4. [4] C. Dellacherie, P.-A. Meyer, Probabilités et Potentiel, Tome 4, Hermann, 1975. Zbl0323.60039MR488194
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  6. [6] P. Fitzsimmons, J. Pitman, M. Yor, Markovian Bridges: Construction, Palm Interpretation, and Splicing, Birkhäuser, 1995, Seminar on Stochastic Processes. Zbl0844.60054MR1278079
  7. [7] Fourati, Points de croissance et théorie générale des processus, Probab. Theory Related Fields110 (1998) 13-49. Zbl0897.60083MR1602032
  8. [8] Kuznetsov, Construction of Markov processes with random birth and death, Theory Probab. Appl.18 (1974) 539-575. Zbl0296.60049
  9. [9] Miermont, Ordered additive coalescences and fragmentations associated to Levy processes with no positive jumps, Electron. J. Probab.6 (14) (2001) 33. Zbl0974.60054MR1844511
  10. [10] Millar, Zero-one laws and the minimum of a Markov process, Trans. Amer. Math. Soc.226 (1977) 365-391. Zbl0381.60062MR433606
  11. [11] Silverstein, Classification of coharmonic and coinvariant functions for a Lévy process, Ann. Probab.8 (1980) 539-575. Zbl0459.60063MR573292
  12. [12] Vervaat, A relation between Brownian bridge and Brownian excursion, Ann. Probab.7 (1979) 141-149. Zbl0392.60058MR515820
  13. [13] Wittmann, Natural densities of Markov transition probabilities, Probab. Theory Related Fields73 (1) (1986). Zbl0581.60057MR849062

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