Splitting at the infimum and excursions in half-lines for random walks and Lévy processes

Stochastic Processes and their Applications

Volumn 47, Issue 1, 1993, Pages 17-35

  Bertoin, Jean ^a  

^a SORBONNE UNIVERSITÉ   (France)

Author keywords

downwards skip free; excursions; harmonic transform; L vy process; path decomposition; Random walk; stable processes

Indexed keywords

EID: 38249002282     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4149(93)90092-I     Document Type: Article

References (21)

1. An extension of Pitman's theorem for spectrally positive Lévy processes
2. Sur la décomposition de la trajectoire d'un processus de Lévy spectralement positif en son infimum
3. Décomposition du mouvement brownien avec dérive en un minimum local par juxtaposition de ses excursions positives et négatives
4. Fluctuation theory in continuous time
5. Last exit times for random walks
6. A path decomposition for Lévy processes
7. Fluctuation identities for Lévy processes and splitting at the maximum
8. Time reversal on Lévy processes
9. A decomposition of the Brownian path
10. Exit systems
11. Un cours sur les intégrales stochastiques
12. Zero-one laws and the minimum of a Markov process
13. One-dimensional Brownian motion and the three-dimensional Bessel process
14. Stochastic Integration and Stochastic Differential Equations: A new Approach
15. Classification of coharmonic and coinvariant functions for a Lévy process
16. Stochastic equations for diffusion processes in a bounded region
17. On sums of symmetrically dependent random variables
18. Time reversal of random walks in one-dimension
19. Path decomposition and continuity of local time for one dimensional diffusions