scientific article; zbMATH DE number 3763003

MaRDI QIDQ3945339zbMATH OpenFDO

Authors R. R. London, Henry P. McKean, L. C. G. Rogers, David Williams

Publication date 1982

Full work available at URL http://www.numdam.org/item?id=SPS_1982__16__41_0, https://eudml.org/doc/113397

zbMATH Keywords

local-timerandom time changetransition semigroupWiener-Hopf factorization

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Probabilistic potential theory (60J45) Boundary theory for Markov processes (60J50) Local time and additive functionals (60J55) Brownian motion (60J65)

Cited in

(6)

• A ratio ergodic theorem for increasing additive functionals
• Wiener-Hopf factorisation of Brownian motion
• On the Schur test for \(L_2\)-boundedness of positive integral operators with a Wiener-Hopf example
• On a Wiener-Hopf integral equation
• On Maxima and Ladder Processes for a Dense Class of Lévy Process
• Pricing and hedging defaultable participating contracts with regime switching and jump risk

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