Intersections of an interval by a process with independent increments

MaRDI QIDQ5430637zbMATH OpenFDO

Authors V. F. Kadankov, T. V. Kadankova

Publication date 16 December 2007

zbMATH Keywords

intersections of intervaloverleaps through the intervalprocess with independent incrementsvisits of interval

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Renewal theory (60K05)

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(7)

• When are intermediate processes of the same stochastic order?
• State of a process with independent increments at the moment of exit from an interval
• Connecting two semicontinuous processes with independent increments
• On the number of crossings of a strip for stochastic processes with independent increments
• On the total time for a homogeneous process with independent variables to stay in an interval
• Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process
• scientific article; zbMATH DE number 2169737 (Why is no real title available?)

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