Joshua Abramson

activity

20102012

most citedConvex minorants of random walks and Lévy processes

22 citations · 28 across the 4 of their papers we have counts for

collaborators

Showing 2011 · math.PRShow all

2 papers · 2 filters

math.PR2011

Lipschitz minorants of Brownian Motion and Levy processes

Joshua Abramson, Steven N. Evans

For $α > 0$ , the $α$ -Lipschitz minorant of a function $f : R \to R$ is the greatest function $m : R \to R$ such that $m \leq f$ and $|m(s)-m(t)| \…

math.PR2011★ 22 cited

Convex minorants of random walks and Lévy processes

Josh Abramson, Jim Pitman, Nathan Ross +1

This article provides an overview of recent work on descriptions and properties of the convex minorant of random walks and Lévy processes which summarize and extend the literature…