Further results for ladder processes in continuous time

DOI10.1016/0304-4149(73)90010-0zbMath0259.60032OpenAlexW2013879090MaRDI QIDQ2560004

N. U. Prabhu, Michael Rubinovitch

Publication date: 1973

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(73)90010-0

Mathematics Subject Classification ID

Markov processes (60J99) Renewal theory (60K05)

Related Items (1)

Wiener-Hopf factorization for convolution semigroups

Cites Work

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• Infinitely divisible processes and their potential theory. II
• A Combinatorial Lemma and Its Application to Probability Theory
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• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
• Ladder variables for a continuous time stochastic process
• On a continuous time extension of Feller's Lemma
• Ladder phenomena in stochastic processes with stationary independent increments
• The stochastic theory of regenerative events
• On the Infinitesimal Generators of Integral Convolutions

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