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

关键词：

D O I：

暂无

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.

引用

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页数：4

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