Ordered additive coalescent and fragmentations associated to Lévy processes with no positive jumps.
Miermont, Grégory (2001)
Electronic Journal of Probability [electronic only]
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Miermont, Grégory (2001)
Electronic Journal of Probability [electronic only]
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Fitzsimmons, P.J. (1998)
Electronic Journal of Probability [electronic only]
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Bertoin, Jean (1997)
Electronic Journal of Probability [electronic only]
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Birkner, Matthias, Blath, Jochen, Capaldo, Marcella, Etheridge, Alison M., Möhle, Martin, Schweinsberg, Jason, Wakolbinger, Anton (2005)
Electronic Journal of Probability [electronic only]
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Evans, Steven N., Peres, Yuval (1998)
Electronic Communications in Probability [electronic only]
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Jim Pitman (1987)
Séminaire de probabilités de Strasbourg
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Getoor, R.K. (1999)
Electronic Journal of Probability [electronic only]
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R. K. Getoor, P. W. Millar (1972)
Compositio Mathematica
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Emmanuel Jacob (2010)
Annales de l'I.H.P. Probabilités et statistiques
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The integrated brownian motion is sometimes known as the Langevin process. Lachal studied several excursion laws induced by the latter. Here we follow a different point of view developed by Pitman for general stationary processes. We first construct a stationary Langevin process and then determine explicitly its stationary excursion measure. This is then used to provide new descriptions of Itô’s excursion measure of the Langevin process reflected at a completely inelastic boundary, which...
Chaumont, L., Doney, R.A. (2005)
Electronic Journal of Probability [electronic only]
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Jia-Gang Wang (1981)
Séminaire de probabilités de Strasbourg
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