Functionals on transient stochastic processes with independent increments

DOI10.4064/SM-103-3-299-315MaRDI QIDQ4320002zbMATH OpenOpenAlexFDO

Authors K. Urbanik

Publication date 15 January 1995

Published in Studia Mathematica (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/215954

zbMATH Keywords

independent incrementsintegral functionalsrandom analogue of the Tauberian theorem

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Cited in

(23)

• Lower functions for processes with stationary independent increments
• On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes
• On moments of integral exponential functionals of additive processes
• A transformation from Hausdorff to Stieltjes moment sequences
• Weak LQG metrics and Liouville first passage percolation
• Asymptotic behaviour of the Urbanik semigroup
• Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes
• Asymptotic laws for compositions derived from transformed subordinators
• Limit theorems for discounted convergent perpetuities. II
• scientific article; zbMATH DE number 1001917 (Why is no real title available?)
• The log-Lévy moment problem via Berg-Urbanik semigroups
• scientific article; zbMATH DE number 3846531 (Why is no real title available?)
• scientific article; zbMATH DE number 3881572 (Why is no real title available?)
• An Application of the Stratification Method to the Study of Functionals of Processes with Independent Increments
• scientific article; zbMATH DE number 4050687 (Why is no real title available?)
• TRANSITION PROBABILITY OF A CERTAIN STOCHASTIC PROCESS
• Stability of stochastic processes defined by integral functionals
• Moments of some random functionals
• scientific article; zbMATH DE number 897228 (Why is no real title available?)
• On Exponential Functionals of Processes with Independent Increments
• A two-parameter extension of Urbanik's product convolution semigroup
• On the number of jumps of random walks with a barrier
• On stochastically independent continuous functions

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