Corrections to "On Lévy processes conditioned to stay positive"

Loïc Chaumont (LAREMA - Université d'Angers)
Ronald Arthur Doney (Department of Mathematics, University of Manchester)

Abstract


We correct two errors of omission in our paper, On Lévy processes conditioned to stay positive. Electron. J. Probab. 10, (2005), no. 28, 948--961. Math. Review 2006h:60079.

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Pages: 1-4

Publication Date: January 6, 2008

DOI: 10.1214/EJP.v13-466

References

  1. J. Bertoin. LÈvy processes. Cambridge Tracts in Mathematics, 121. Cambridge University Press, Cambridge, 1996. Math. Review 98e:60117
  2. L.Chaumont and R.A. Doney. On LÈvy processes conditioned to stay positive. Electron. J. Probab. 10, (2005), no. 28, 948--961. Math. Review 2006h:60079
  3. R.A. Doney. Fluctuation theory for LÈvy processes. Lectures from the 35th Summer School on Probability Theory held in Saint-Flour, July 6--23, 2005. Lecture Notes in Mathematics, 1897. Springer, Berlin, 2007. Math. Review MR2320889
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