Exit Properties of Stochastic Processes with Stationary Independent Increments

DOI10.2307/1996712zbMath0268.60065OpenAlexW4237628970MaRDI QIDQ3213975

P. W. Millar

Publication date: 1973

Full work available at URL: https://doi.org/10.2307/1996712

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17) Local time and additive functionals (60J55) Markov processes (60J99) Right processes (60J40)

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Cites Work

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• 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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