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Cited by Other Article(s)

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]

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]

The greatest convex minorant of Brownian motion, meander, and bridge. Probab Theory Relat Fields 2011. [DOI: 10.1007/s00440-011-0385-0] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/25/2022]

Lachièze-Rey R. Concave Majorant of Stochastic Processes and Burgers Turbulence. J THEOR PROBAB 2011. [DOI: 10.1007/s10959-011-0354-7] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]

Abramson J, Pitman J, Ross N, Uribe Bravo G. Convex minorants of random walks and Lévy processes. ELECTRONIC COMMUNICATIONS IN PROBABILITY 2011. [DOI: 10.1214/ecp.v16-1648] [Citation(s) in RCA: 10] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]

James LF, Roynette B, Yor M. Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples. PROBABILITY SURVEYS 2008. [DOI: 10.1214/07-ps118] [Citation(s) in RCA: 52] [Impact Index Per Article: 3.3] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]

Giraud C. On the convex hull of a Brownian excursion with parabolic drift. Stoch Process Their Appl 2003. [DOI: 10.1016/s0304-4149(03)00027-9] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/26/2022]

Vigon V. Abrupt Lévy processes. Stoch Process Their Appl 2003. [DOI: 10.1016/s0304-4149(02)00186-2] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/24/2022]