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The Convex Minorant of the Cauchy Process

   
@article{ECP1017,
	author = {Jean Bertoin},
	title = {The Convex Minorant of the Cauchy Process},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {5},
	year = {2000},
	keywords = {Cauchy process, Gamma process, convex minorant.},
	abstract = {We determine the law of the convex minorant $(M_s, s\in [0,1])$ of a real-valued Cauchy process on the unit time interval, in terms of the gamma process. In particular, this enables us to deduce that the paths of $M$ have a continuous derivative, and that the support of the Stieltjes measure $dM'$ has logarithmic dimension one.},
	pages = {no. 5, 51-55},
	issn = {1083-589X},
	doi = {10.1214/ECP.v5-1017},    
        url = {http://ecp.ejpecp.org/article/view/1017}}