First passage distributions of processes with independent increments

DOI10.1214/AOP/1176996394MaRDI QIDQ1222462zbMATH OpenOpenAlexFDO

Authors P. W. Millar

Publication date 1975

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176996394

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Sample path properties (60G17) Stopping times; optimal stopping problems; gambling theory (60G40) Right processes (60J40) Markov processes (60J99)

Cited in

(11)

• Harnack's inequality for stable Lévy processes
• Uniform boundary Harnack principle for rotationally symmetric Lévy processes in general open sets
• Representation of harmonic functions with respect to subordinate Brownian motion
• Tangential limits for harmonic functions with respect to (): stable and beyond
• On harmonic functions of symmetric Lévy processes
• Boundary Harnack principle and Martin boundary at infinity for subordinate Brownian motions
• Gradient estimates of harmonic functions and transition densities for Lévy processes
• Regularity of harmonic functions for anisotropic fractional Laplacians
• A probabilistic approach to a non‐local quadratic form and its connection to the Neumann boundary condition problem
• Non-symmetric stable processes: Dirichlet heat kernel, Martin kernel and Yaglom limit
• Mixed local-nonlocal operators: maximum principles, eigenvalue problems and their applications

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