Local Behavior of Processes with Independent Increments

DOI10.1137/1113059MaRDI QIDQ5566876zbMATH OpenOpenAlexFDO

Authors B. A. Rogozin

Publication date 1968

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1113059

zbMATH Keywords

probability theory

Cited in

(11)

• Inequalities in a two-sided boundary crossing problem for stochastic processes
• Passage of Lévy processes across power law boundaries at small times
• Finiteness of integrals of functions of Lévy processes
• Stable processes: Sample function growth at a local minimum
• Generalized parking problems for levy processes
• Extensions of regularity for a Lévy process
• Ladder phenomena in stochastic processes with stationary independent increments
• Ladder phenomena in stochastic processes with stationary independent increments
• Short-time behavior of solutions to Lévy-driven stochastic differential equations
• On the distribution of the crossing number of a strip by trajectories of a stochastic process with independent increments
• On the distribution of the trajectory maximum of a stochastic process with switchings

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