Potential method in the limit problems for the processes with independent increments
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Publication:1688153
DOI10.1007/s11253-016-1142-4zbMath1377.60059OpenAlexW2290190773MaRDI QIDQ1688153
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
Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45) Functional limit theorems; invariance principles (60F17)
Cites Work
- Resolvent of a stopping process with independent increments
- Exit Properties of Stochastic Processes with Stationary Independent Increments
- Hitting Probabilities for Spectrally Positive Lévy Processes
- Boundary Problems for a Compound Poisson Process
- On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
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