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Mijatović A, Bravo GU. Limit theorems for local times and applications to SDEs with jumps. Stoch Process Their Appl 2022. [DOI: 10.1016/j.spa.2022.06.022] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/26/2022]

Convex minorants and the fluctuation theory of Lévy processes. LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS 2022. [DOI: 10.30757/alea.v19-39] [Citation(s) in RCA: 2] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/25/2022]

Ouaki M, Pitman J. Markovian structure in the concave majorant of Brownian motion. ELECTRON J PROBAB 2022. [DOI: 10.1214/22-ejp769] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]

Alsmeyer G, Kabluchko Z, Marynych A, Vysotsky V. How long is the convex minorant of a one-dimensional random walk? ELECTRON J PROBAB 2020. [DOI: 10.1214/20-ejp497] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]

Soloff JA, Guntuboyina A, Pitman J. Distribution-free properties of isotonic regression. Electron J Stat 2019. [DOI: 10.1214/19-ejs1594] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]

Lupu T, Pitman J, Tang W. The Vervaat transform of Brownian bridges and Brownian motion. ELECTRON J PROBAB 2015. [DOI: 10.1214/ejp.v20-3744] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]

Lipschitz minorants of Brownian motion and Lévy processes. Probab Theory Relat Fields 2013. [DOI: 10.1007/s00440-013-0497-9] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/27/2022]

Pitman J, Uribe Bravo G. The convex minorant of a Lévy process. ANN PROBAB 2012. [DOI: 10.1214/11-aop658] [Citation(s) in RCA: 14] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]