The convex minorant of a Lévy process. Pitman, J. & Uribe Bravo, G. Ann. Probab., 40(4):1636–1674, 2012.
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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