@article{AIHPB_2003__39_2_339_0, author = {Duquesne, Thomas}, title = {Path decompositions for real {Levy} processes}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {339--370}, publisher = {Elsevier}, volume = {39}, number = {2}, year = {2003}, doi = {10.1016/S0246-0203(02)00004-3}, mrnumber = {1962781}, zbl = {1016.60055}, language = {en}, url = {http://www.numdam.org/articles/10.1016/S0246-0203(02)00004-3/} }
TY - JOUR AU - Duquesne, Thomas TI - Path decompositions for real Levy processes JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2003 SP - 339 EP - 370 VL - 39 IS - 2 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/S0246-0203(02)00004-3/ DO - 10.1016/S0246-0203(02)00004-3 LA - en ID - AIHPB_2003__39_2_339_0 ER -
%0 Journal Article %A Duquesne, Thomas %T Path decompositions for real Levy processes %J Annales de l'I.H.P. Probabilités et statistiques %D 2003 %P 339-370 %V 39 %N 2 %I Elsevier %U http://www.numdam.org/articles/10.1016/S0246-0203(02)00004-3/ %R 10.1016/S0246-0203(02)00004-3 %G en %F AIHPB_2003__39_2_339_0
Duquesne, Thomas. Path decompositions for real Levy processes. Annales de l'I.H.P. Probabilités et statistiques, Tome 39 (2003) no. 2, pp. 339-370. doi : 10.1016/S0246-0203(02)00004-3. http://www.numdam.org/articles/10.1016/S0246-0203(02)00004-3/
[1] Sur la décomposition de la trajectoire d'un processus de Lévy spectralement positif en son minimum, Ann. Inst. H. Poincaré. 27 (4) (1991) 537-547. | Numdam | MR | Zbl
,[2] An extension of Pitman's theorem for spectrally negative Lévy processes, Ann. Probab. 20 (1992) 1464-1483. | MR | Zbl
,[3] Splitting at the infimum and excursions in half-lines for random walks and Lévy processes, Stoch. Process. Appl. 47 (1993) 17-45. | MR | Zbl
,[4] Lévy Processes, Cambridge Univ. Press, 1996. | MR | Zbl
,[5] Fluctuation theory in continuous time, Adv. Appl. Probab. 7 (1975) 705-766. | MR | Zbl
,[6] Last exit decomposition and regularity at the boundary of transition probabilities, Zeitschrift Wahr. 69 (1985) 65-98. | MR | Zbl
,[7] L. Chaumont, Processus de Lévy et conditionnement, Thèse de doctorat, Laboratoire de Probabilités de Paris 6, 1994.
[8] Sur certains processus de Lévy conditionnés à rester positifs, Stochastics and Stochastics Reports 47 (1994) 1-20. | MR | Zbl
,[9] Conditionings and paths decompositions for Lévy processes, Stochastic Process. Appl. 64-1 (1996) 39-54. | MR | Zbl
,[10] Excursion normalisée, méandre et pont pour les processus de Lévy stables, Bull. Sci. Math. 121-5 (1997) 377-403. | MR | Zbl
,[11] Hitting probabilities of a single point for processes with stationary independent increments, Mem. Amer. Math. Soc. 93 (1969). | MR | Zbl
,[12] Branching processes in Lévy processes: the exploration process, Ann. Probab. 26-1 (1998) 213-252. | MR | Zbl
, ,[13] Dual Markovian Semigroups and Processes, in: Functional Analysis in Markov Processes, Lect. Notes Math., 923, Springer-Verlag, 1981. | MR | Zbl
,[14] Exit properties of stochastic processes with independent increments, Trans. Amer. Math. Soc. 178 (1973) 459-479. | MR | Zbl
,[15] Exit zero-one laws and the minimum of a Markov process, Trans. Amer. Math. Soc. 226 (1977) 365-391. | MR | Zbl
,[16] One-dimensional Brownian motion and the three-dimensional Bessel process, Adv. Appl. Probab. 7 (1975) 511-526. | MR | Zbl
,[17] A new identity for real Lévy processes, Ann. Inst. H. Poincaré 20 (1984) 21-34. | EuDML | Numdam | MR
,[18] Classification of coharmonic and coinvariant functions for a Lévy process, Ann. Probab. 8 (1980) 539-575. | MR | Zbl
,[19] Path decomposition and continuity of local time for one-dimensional diffusion, Proc. London Math. Soc. 28 (1974) 738-768. | MR | Zbl
,Cité par Sources :