Level crossing times for certain processes without positive jumps (Q1365485): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| (2 intermediate revisions by one other user not shown) | |||
| Property / author | |||
| Property / author: Marco E. Dozzi / rank | |||
| Property / reviewed by | |||
| Property / reviewed by: Murali Rao / rank | |||
| Property / author | |||
| Property / author: Marco E. Dozzi / rank | |||
Normal rank | |||
| Property / reviewed by | |||
| Property / reviewed by: Murali Rao / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 04:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Level crossing times for certain processes without positive jumps |
scientific article |
Statements
Level crossing times for certain processes without positive jumps (English)
0 references
16 March 1998
0 references
For general càdlàg processes, without positive jumps on \([0,\infty)\), the authors prove \[ tP(T_x\in dt)dx= xP(X_t\in dx)dt, \] where \(X\) is the process, \(T_x\) is the first time the process crosses the level \(x\). Applications are given.
0 references
level crossing
0 references
càdlàg process
0 references
upcrossing and down crossing
0 references
