The supremum of a process with stationary independent and symmetric increments
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Publication:1088300
DOI10.1016/0304-4149(86)90041-4zbMath0612.60063OpenAlexW1970052739MaRDI QIDQ1088300
Publication date: 1986
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(86)90041-4
regular variationLevy spectral measurerepresentation of the characteristic functionstationary independent and symmetric increments
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Cites Work
- Correction to: Sojourns and extremes of Gaussian processes
- Sojourns and extremes of Fourier sums and series with random coefficients
- The maximum of a Gaussian process with nonconstant variance
- Sojourns and extremes of stationary processes
- A Combinatorial Lemma and Its Application to Probability Theory
- On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments
- An asymptotic formula for the distribution of the maximum of a Gaussian process with stationary increments
- Sojourns and extremes of a diffusion process on a fixed interval
- On the Joint Distribution of a Process with Stationary Increments and Its Maximum
- On the Distribution of the Maximum of a Process with Independent Increments
- On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
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