Conditionings and path decompositions for Lévy processes

Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I

David Williams · Proceedings of the London Mathematical Society · 1974 · 344 citations

Engineering, Mathematics, Dynamical Systems +14

Limit Theorems for Stochastic Processes with Independent Increments

A. V. Skorokhod · Theory of Probability and Its Applications · 1957 · 216 citations

Engineering, Mathematics, Dynamical Systems +13

On Conditioning a Random Walk to Stay Nonnegative

Jean Bertoin, R. A. Doney · The Annals of Probability · 1994 · 183 citations · Full text

Natural Sciences, Mathematics, Dynamical Systems +6

Fluctuation identities for lévy processes and splitting at the maximum

Priscilla E. Greenwood, Jim Pitman · Advances in Applied Probability · 1980 · 133 citations

Engineering, Mathematics, Probability Theory +15

Time Reversions of Markov Processes

Masao Nagasawa · Nagoya Mathematical Journal · 1964 · 111 citations · Full text

Engineering, Mathematics, Probability Theory +11