Author:
Comets Francis,Nguyen Vu-Lan
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Reference41 articles.
1. Bertoin, J.: Décomposition du mouvement brownien avec dérive en un minimum local par juxtaposition de ses excursions positives et négatives. In: Séminaire de Probabilités, XXV, Lecture Notes in Math., vol. 1485, pp. 330–344. Springer, Berlin (1991)
2. Bertoin, J.: Sur la décomposition de la trajectoire d’un processus de Lévy spectralement positif en son infimum. Ann. Inst. H. Poincaré Probab. Statist. 27(4), 537–547 (1991)
3. Bertoin, J.: Splitting at the infimum and excursions in half-lines for random walks and Lévy processes. Stochastic Process. Appl. 47(1), 17–35 (1993)
4. Bertoin, J., Doney, R.A.: On conditioning a random walk to stay nonnegative. Ann. Probab. 22(4), 2152–2167 (1994)
5. Bolthausen, E.: A note on the diffusion of directed polymers in a random environment. Commun. Math. Phys. 123(4), 529–534 (1989)
Cited by
16 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