Tanaka's construction for random walks and Levy processes

被引：0
|
作者：
Doney, RA [1 ]
机构：
[1] Univ Manchester, Dept Math, Manchester M13 9PL, Lancs, England
来源：
SEMINAIRE DE PROBABILITIES XXXVIII | 2005年 / 1857卷
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中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Tanaka's construction gives a pathwise construction of "random walk conditioned to stay positive", and has recently been used in [3] and [8] to establish other results about this process. In this note we give a simpler proof of Tanaka's construction using a method which also extends to the case of Levy processes.
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页码：1 / 4
页数：4
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