The excursion straddling a fixed time

Path extraction, predictable compensation, the passage potential, the joint start/lifetime and shape law, independence, and the generalized arcsine law for the start.

References

• J. Bertoin, Lévy Processes, Cambridge University Press, 1996, Chapters IV and VIII.
• L. Chaumont, Excursion normalisée, méandre et pont pour les processus de Lévy stables, Bull. Sci. Math. 121 (1997), 377–403.