Levy processes: Absolute continuity of hitting times for points

DOI10.1007/BF00536297MaRDI QIDQ4091222zbMATH OpenFDO

Authors Ditlev Monrad

Publication date 1976

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

Full work available at URL https://doi.org/10.1007/BF00536297

Mathematics Subject Classification ID

Markov processes (60J99)

Cites work

• A condition for absolute continuity of infinitely divisible distribution functions
• Equivalence of infinitely divisible distributions
• Exit Properties of Stochastic Processes with Stationary Independent Increments
• Hitting probabilities of single points for processes with stationary independent increments
• scientific article; zbMATH DE number 3215022 (Why is no real title available?)
• scientific article; zbMATH DE number 3227572 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• Local times for Markov processes
• Semilinear Markov processes, subordinators and renewal theory
• Séminaire de probabilités. V. Université de Strasbourg

Cited in

(3)

• Charakterisierung stetiger Faltungshalbgruppen durch das Levy-Maß
• Hitting densities for spectrally positive stable processes
• Unimodality of Hitting Times for Stable Processes

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