Potential method in the limit problems for the processes with independent increments

DOI10.1007/S11253-016-1142-4MaRDI QIDQ1688153zbMATH OpenOpenAlexFDO

Authors M. S. Bratiichuk

Publication date 5 January 2018

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11253-016-1142-4

zbMATH Keywords

Korolyuk potential methodlimit functionalsprocesses with independent increments

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45)

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Cites work

• Boundary Problems for a Compound Poisson Process
• Exit Properties of Stochastic Processes with Stationary Independent Increments
• Hitting Probabilities for Spectrally Positive Lévy Processes
• scientific article; zbMATH DE number 3919491 (Why is no real title available?)
• scientific article; zbMATH DE number 3965059 (Why is no real title available?)
• scientific article; zbMATH DE number 3680848 (Why is no real title available?)
• scientific article; zbMATH DE number 49305 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• scientific article; zbMATH DE number 3215020 (Why is no real title available?)
• scientific article; zbMATH DE number 3215022 (Why is no real title available?)
• scientific article; zbMATH DE number 3301915 (Why is no real title available?)
• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
• Processes with independent increments in risk theory
• Resolvent of a stopping process with independent increments

Cited in

(1)

• scientific article; zbMATH DE number 3846613 (Why is no real title available?)

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