The convex minorant of a Lévy process. Pitman, J. & Uribe Bravo, G. Ann. Probab., 40(4):1636–1674, 2012.
The convex minorant of a Lévy process [link]Paper  doi  bibtex   
@article{MR2978134,
	author = {Pitman, Jim and Uribe Bravo, Ger{\'o}nimo},
	coden = {APBYAE},
	date-added = {2018-03-15 16:00:18 +0000},
	date-modified = {2020-01-31 14:38:31 -0600},
	doi = {10.1214/11-AOP658},
	fjournal = {The Annals of Probability},
	impreso = {1},
	issn = {0091-1798},
	journal = {Ann. Probab.},
	keywords = {L{\'e}vy Processes, Fluctuation Theory},
	mrclass = {60G51},
	mrnumber = {2978134},
	mrreviewer = {Ross S. McVinish},
	number = {4},
	pages = {1636--1674},
	title = {The convex minorant of a {L}\'evy process},
	url = {http://dx.doi.org/10.1214/11-AOP658},
	volume = {40},
	year = {2012},
	bdsk-url-1 = {http://dx.doi.org/10.1214/11-AOP658}}

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