On Levy processes conditioned to stay positive (vol 13, pg 1, 2008)

被引：0

作者：

Chaumont, L. ^{[1
]}

Doney, R. A. ^{[2
]}

机构：

[1] Univ Angers, LAREMA, F-49045 Angers 01, France

[2] Univ Manchester, Dept Math, Manchester M13 9PL, Lancs, England

来源：

ELECTRONIC JOURNAL OF PROBABILITY | 2008年 / 13卷

关键词：

Levy process conditioned to stay positive; weak convergence; excursion measure;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We correct two errors of omission in our paper, [2].

引用

页数：4

共 50 条

[1] Levy processes conditioned to stay positive
[J]. FLUCTUATION THEORY FOR LEVY PROCESSES, 2007, 1897 : 81 - 93
[2] On levy processes conditioned to stay positive.
Chaumont, L
Doney, RA
[J]. ELECTRONIC JOURNAL OF PROBABILITY, 2005, 10 : 948 - 961
[3] Bridges of Levy processes conditioned to stay positive
Uribe Bravo, Geronimo
[J]. BERNOULLI, 2014, 20 (01) : 190 - 206
[4] ON THE RATE OF GROWTH OF LEVY PROCESSES WITH NOPOSITIVE JUMPS CONDITIONED TO STAY POSITIVE
Pardo, J. C.
[J]. ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2008, 13 : 494 - 506
[5] Exponential functionals of spectrally one-sided Levy processes conditioned to stay positive
Vechambre, Gregoire
[J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2019, 55 (02): : 620 - 660
[6] Levy processes conditioned to stay in a half-space with applications to directional extremes
Ivanovs, Jevgenijs
Thostesen, Jakob D.
[J]. MODERN STOCHASTICS-THEORY AND APPLICATIONS, 2023, 10 (01): : 59 - 75
[7] Hausdorff dimension of the contours of symmetric additive Levy processes (vol 140, pg 129, 2008)
Khoshnevisan, Davar
Shieh, Narn-Rueih
Xiao, Yimin
[J]. PROBABILITY THEORY AND RELATED FIELDS, 2009, 143 (3-4) : 665 - 666
[8] hyperfinite Levy processes (vol 76, pg 517, 2004)
Herzberg, Frederik
Lindstrom, Tom
[J]. STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2009, 81 (06) : 567 - 570
[9] Constructions of coupling processes for Levy processes (vol 121, pg 1201, 2011)
Boettcher, Bjoern
Schilling, Rene L.
Wang, Jian
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2011, 121 (11) : 2711 - 2714
[10] Generative processes for revitalizing historic towns or heritage districts (vol 13, pg 210, 2008)
Hakim, Besim S.
[J]. URBAN DESIGN INTERNATIONAL, 2008, 13 (03) : 210 - 210

← 1 2 3 4 5 →