Sur certains processus de lévy conditionnés à rester positifs
- 1 March 1994
- journal article
- research article
- Published by Taylor & Francis in Stochastics and Stochastic Reports
- Vol. 47 (1) , 1-20
- https://doi.org/10.1080/17442509408833880
Abstract
One introduces first a probability distribution of Lévy process with no negative jumps and conditioned to be positive With this distribution the process is decomposed at its minimum value. This result is then applied to describe the excursion measure of the reflecting initial Lévy processKeywords
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