@article{AIHPB_1995__31_2_379_0, author = {Bertoin, Jean}, title = {L\'evy processes that can creep downwards never increase}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {379--391}, publisher = {Gauthier-Villars}, volume = {31}, number = {2}, year = {1995}, mrnumber = {1324813}, zbl = {0816.60073}, language = {en}, url = {http://www.numdam.org/item/AIHPB_1995__31_2_379_0/} }
TY - JOUR AU - Bertoin, Jean TI - Lévy processes that can creep downwards never increase JO - Annales de l'I.H.P. Probabilités et statistiques PY - 1995 SP - 379 EP - 391 VL - 31 IS - 2 PB - Gauthier-Villars UR - http://www.numdam.org/item/AIHPB_1995__31_2_379_0/ LA - en ID - AIHPB_1995__31_2_379_0 ER -
Bertoin, Jean. Lévy processes that can creep downwards never increase. Annales de l'I.H.P. Probabilités et statistiques, Tome 31 (1995) no. 2, pp. 379-391. http://www.numdam.org/item/AIHPB_1995__31_2_379_0/
[Ad] Brownian motion never increases: A new proof to a result of Dvoretzky, Erdös and Kakutani, Israël J. Math., Vol. 50, 1985, pp. 189-192. | MR | Zbl
,[Al] Probability Approximation via the Poisson Clumping Heuristic, Springer, New York, 1989. | MR | Zbl
,[Be] Increase of a Lévy process with no positive jumps, Stochastics, Vol. 37, 1991, pp. 247-251. | MR | Zbl
,[Bi] Fluctuation theory in continuous time, Adv. Appl. Prob., Vol. 7, 1975, pp. 705-766. | MR | Zbl
,[Bu] On nonincrease of Brownian motion, Ann. Prob., Vol. 18, 1990, pp. 978-980. | MR | Zbl
,[C-W] To reverse a Markov process, Acta Mathematica, Vol. 123, 1969, pp. 225-251. | MR | Zbl
and ,[D-E-K] On nonincrease everywhere of the Brownian motion process, in: Proc. 4th. Berkeley Symp. Math. Stat. and Probab., Vol. II, 1961, pp. 103-116. | MR | Zbl
, and ,[Fr] Sample functions of stochastic processes with stationary independent increments, in: P. NEY and S. PORT Ed., Adv. Probab., Vol. 3, 1974, pp. 241-396, Dekker. | MR | Zbl
,[G-P] Fluctuation identities for Lévy processes and splitting at the maximum, Adv. Appl. Prob., Vol. 12, 1980, pp. 893-902. | MR | Zbl
and ,[Ke] Hitting probabilities of single points for processes with stationary independent increments, Mem. Amer. Math. Soc., Vol. 93, 1969. | MR | Zbl
,[Kn] Essential of Brownian Notion and Diffusion, Math Survey, Vol. 18, Amer. Math. Soc., 1981, Providence, R.I. | MR | Zbl
,[Mi-1] Exit properties of stochastic processes with stationary independent increments, Trans. Amer. Math. Soc., Vol. 178, 1973, pp. 459-479. | MR | Zbl
,[Mi-2] Zero-one laws and the minimum of a Markov process, Trans. Amer. Math. Soc., Vol. 226, 1977, pp. 365-391. | MR | Zbl
,[Ne] Une généralisation des processus à accroissements positifs indépendants, Abh. Math. Sem. Univ. Hamburg, Vol. 25, 1961, pp. 36-61. | MR | Zbl
,[Ro] A new identity for real Lévy processes, Ann. Inst. Henri-Poincaré, Vol. 20, 1984, pp. 20-34. | Numdam | MR
,[Sh] General Theory of Markov Processes, Academic Press, Boston, 1989. | MR | Zbl
,[Wi] Path decomposition and continuity of local time for one-dimensional diffusions, Proc. London Math. Soc., Vol. 28, 1974, pp. 738-768. | MR | Zbl
,