Moments of last exit times

DOI10.1112/S0025579300009189zbMath0384.60053OpenAlexW2142960196MaRDI QIDQ4164608

John Hawkes

Publication date: 1978

Published in: Mathematika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/s0025579300009189

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Related Items (2)

Moments and distributions of the last exit times for a class of Markov processes ⋮ Asymptotic estimates of multi-dimensional stable densities and their applications

Cites Work

• Infinitely divisible processes and their potential theory. I
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• Moments of the last exit times

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