Ladder variables for a continuous time stochastic process

DOI10.1007/BF00535696MaRDI QIDQ5588926zbMATH OpenFDO

Authors N. U. Prabhu

Publication date 1970

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00535696

zbMATH Keywords

probability theory

Cites work

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• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
• On the Distribution of the Maximum of a Process with Independent Increments
• Some Theorems Concerning Brownian Motion
• The Distribution of the Time the Maximum is Achieved for Processes with Independent Increments
• The First Passage Time Density for Homogeneous Skip-free Walks on the Continuum

Cited in

(10)

• Distribution of the occupation time for a Lévy process at passage times at 0
• On the real natural exponential families of grand-Babel
• Further results for ladder processes in continuous time
• Passage times for a spectrally negative Lévy process with applications to risk theory
• On a continuous time extension of Feller's Lemma
• On a continuous time extension of Feller's Lemma
• Ladder phenomena in stochastic processes with stationary independent increments
• Ladder phenomena in stochastic processes with stationary independent increments
• Wiener-Hopf factorization for convolution semigroups
• First passage times on zero and one and natural exponential families

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