Remarks on the Convex Minorant of Brownian Motion-Reference-Cited by-同舟云学术

Remarks on the Convex Minorant of Brownian Motion

Published:1983 Issue: Volume: Page:219-227
ISSN:
Container-title:Seminar on Stochastic Processes, 1982
language:
Short-container-title:

Author:

Pitman J. W.

Publisher

Birkhäuser Boston

Link

http://link.springer.com/content/pdf/10.1007/978-1-4684-0540-8_11.pdf

Reference7 articles.

1. P. Groeneboom. The concave majorant of Brownian motion. Technical Report No. 6, Dept. Statistics, Univ. of Washington, Seattle. To appear in Ann. Probab.

2. B. Maisonneuve. Exit systems. Ann. Probab. 3 (1975), 399–411.

3. J.W. Pitman and M. Yor. Bessel processes and infinitely divisible laws. Stochastic Integrals, ed. D. Williams, 285–292. Lecture Notes in Math. 851. Springer-Verlag, Berlin, 1981.

4. L.C.G. Rogers and J.W. Pitman. Markov functions. Ann. Probab. 9 (1981), 573–582.

5. S. Watanabe. On time inversion of one-dimensional diffusion processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete 31 (1975), 115–124.

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Excursions away from the Lipschitz minorant of a Lévy process;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2022-02-01

2. Markovian structure in the concave majorant of Brownian motion;Electronic Journal of Probability;2022-01-01

3. Order Restricted Inference;Wiley StatsRef: Statistics Reference Online;2014-09-29

4. Lipschitz minorants of Brownian motion and Lévy processes;Probability Theory and Related Fields;2013-03-30

5. The greatest convex minorant of Brownian motion, meander, and bridge;Probability Theory and Related Fields;2011-08-23