For asymmetric Cauchy processes an integral test is given for the sample function growth immediately after the process has been zero for the last time.
Publié le : 1978-10-14
Classification:
Stochastic process,
stationary independent increments,
stable process,
local time,
zero-free intervals,
sample function growth,
last zero,
rate of escape,
60G17,
60J30,
60J25,
60J55,
60J40
@article{1176995428,
author = {Monrad, Ditlev},
title = {Asymmetric Cauchy Processes: Sample Functions at Last Zero},
journal = {Ann. Probab.},
volume = {6},
number = {6},
year = {1978},
pages = { 771-787},
language = {en},
url = {http://dml.mathdoc.fr/item/1176995428}
}
Monrad, Ditlev. Asymmetric Cauchy Processes: Sample Functions at Last Zero. Ann. Probab., Tome 6 (1978) no. 6, pp. 771-787. http://gdmltest.u-ga.fr/item/1176995428/