| Título: | The Convex Minorant of the Cauchy Process |
| Autores: | Bertoin, Jean; Universite Pierre et Marie Curie |
| Fecha: | 2000-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Cauchy process, Gamma process, convex minorant. 60J30, 60J25. |
| Descripción: | 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. |
| Idioma: | No aplica |
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