@misc{Lachieze-Rey:2009fk,
	Abstract = {In this paper, we study the convex hull of the graph of a stochastic process, and more precisely its extremal points. The times where those extremal points are reached, called extremal times, form a negligible set for L\'evy processes, their integrated processes, and It\^o processes. We examine more closely the case of a L\'evy process with bounded variation. Its extremal superior points are almost surely countable, with accumulation only around the extremal values.},
	Author = {Raphael Lachieze-Rey},
	Date-Added = {2011-02-08 10:51:18 -0600},
	Date-Modified = {2011-02-08 10:51:18 -0600},
	Eprint = {ArXiv:0909.1088v2},
	Howpublished = {\url{http://arxiv.org/abs/0909.1088v2}},
	Title = {Concave majorant of stochastic processes and {B}urgers turbulence},
	Url = {http://arxiv.org/abs/0909.1088v2},
	Year = {2009},
	Bdsk-Url-1 = {http://arxiv.org/abs/0909.1088v2}}

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