Further results for ladder processes in continuous time

DOI10.1016/0304-4149(73)90010-0zbMATH Open0259.60032OpenAlexW2013879090MaRDI QIDQ2560004FDOQ2560004

Authors: 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)

Cites Work

• A Combinatorial Lemma and Its Application to Probability Theory
• Title not available (Why is that?)
• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
• The stochastic theory of regenerative events
• On the Infinitesimal Generators of Integral Convolutions
• On the Joint Distribution of the First Exit Time and Exit Value for Homogeneous Processes With Independent Increments
• Infinitely divisible processes and their potential theory. II
• On the First Passage Time Across a Given Level for Processes with Independent Increments
• Ladder phenomena in stochastic processes with stationary independent increments
• Ladder variables for a continuous time stochastic process
• On a continuous time extension of Feller's Lemma

Cited In (1)

• Wiener-Hopf factorization for convolution semigroups

This page was built for publication: Further results for ladder processes in continuous time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2560004)