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  • 标题:The Convex Minorant of the Cauchy Process
  • 本地全文:下载
  • 作者:Bertoin, Jean
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2000
  • 卷号:5
  • 期号:0
  • 页码:51-55
  • DOI:10.1214/ECP.v5-1017
  • 出版社:Electronic Communications in Probability
  • 摘要:We determine the law of the convex minorant $(M_s, s\in [0,1])$ of a real-valued Cauchy process on the unit time interval, in terms of the gamma process. In particular, this enables us to deduce that the paths of $M$ have a continuous derivative, and that the support of the Stieltjes measure $dM'$ has logarithmic dimension one.
  • 关键词:Cauchy process, Gamma process, convex minorant.;60J30, 60J25.
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