Exit Properties of Stochastic Processes with Stationary Independent Increments
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Publication:3213975
DOI10.2307/1996712zbMath0268.60065MaRDI QIDQ3213975
Publication date: 1973
Full work available at URL: https://doi.org/10.2307/1996712
60G10: Stationary stochastic processes
60J25: Continuous-time Markov processes on general state spaces
60G40: Stopping times; optimal stopping problems; gambling theory
60G17: Sample path properties
60J55: Local time and additive functionals
60J99: Markov processes
60J40: Right processes
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Cites Work
- Renaissance, recollements, mélanges, ralentissement de processus de Markov
- On stable processes with boundary conditions
- On some relations between the harmonic measure and the Levy measure for a certain class of Markov processes
- An Invariance Principle in Renewal Theory
- Local times for Markov processes
- A convolution equation and hitting probabilities of single points for processes with stationary independent increments
- Path behavior of processes with stationary independent increments
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