Probability theory and related fields, 2006-06, Vol.135 (2), p.201-215
2006
Details
- Autor(en) / Beteiligte
- Titel
- Inversion de l'espace et du temps des processus de Lévy stables
- Ist Teil von
- Probability theory and related fields, 2006-06, Vol.135 (2), p.201-215
- Ort / Verlag
- Heidelberg: Springer Nature B.V
- Erscheinungsjahr
- 2006
- Link zum Volltext
- Quelle
- Business Source Ultimate
- Beschreibungen/Notizen
- We proove a new duality relation between stable Lévy processes with index MediaObjects/s00440-005-0455-2flb1.gif and those with index MediaObjects/s00440-005-0455-2flb2.gif. This duality appears to be the trajectorial version of the duality of Zolotarev which concerns one dimensional stable laws. We give an application of this result to the behaviour of the paths at small and large times of the process ``conditioned to stay positive''. [PUBLICATION ABSTRACT]
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0178-8051eISSN: 1432-2064DOI: 10.1007/s00440-005-0455-2Titel-ID: cdi_hal_primary_oai_HAL_hal_00023775v1
- Format
- –
- Schlagworte
- Dimensional stability, Mathematical analysis, Mathematical models, Mathematics, Probability, Studies