On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
From MaRDI portal
Publication:5568421
DOI10.1137/1111062zbMath0178.52701OpenAlexW2046377873MaRDI QIDQ5568421
Publication date: 1966
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1111062
Related Items
Stability of the overshoot for Lévy processes, Increase of stable processes, The supremum of a process with stationary independent and symmetric increments, Fluctuation theory for Lévy processes with completely monotone jumps, Occupation time distributions for Lévy bridges and excursions, Ladder variables for a continuous time stochastic process, On the Riemann-Hilbert factorization problem for positive definite functions, Ladder phenomena in stochastic processes with stationary independent increments, Ladder phenomena in stochastic processes with stationary independent increments, Intersections of the interval and reflections for a semi-Markov walk with linear drift, On some Markov processes related to a symmetric α-stable process, Ladder subordinators and factorization identities for processes with independent increments on a Markov chain. II, Proper two-sided exits of a Lévy process, Wiener-Hopf factorization for convolution semigroups, Extensions of Regularity for a Lévy Process, Erneuerungssätze für Prozesse mit stationären unabhängigen Zuwächsen, Potential method in the limit problems for the processes with independent increments, Maxima of sums of random variables and suprema of stable processes, [https://portal.mardi4nfdi.de/wiki/Publication:4067859 Wiener-Hopf decomposition of random walks and L�vy processes], A note on Wiener-Hopf factorization for Markov additive processes, Hitting law asymptotics for a fluctuating Brownian functional, On several two-boundary problems for a particular class of Lévy processes, Optimal stopping and the sufficiency of randomized threshold strategies, Branching processes seen from their extinction time via path decompositions of reflected Lévy processes, Exit distributions for symmetric Markov processes via Gaussian techniques, Asymptotics for the First Passage Times of Lévy Processes and Random Walks, A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes, Distribution of the exit time and value for homogeneous processes with independent increments given on a finite Markov chain, Continuous branching processes and spectral positivity, A generalized ratio identity, Inequalities in a two-sided boundary crossing problem for stochastic processes, Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms, First passage times of a jump diffusion process, On a fluctuation identity for multidimensional Lévy processes, Symmetry and duality in Lévy markets, The Workload in the M/G/1 Queue with Work Removal, Further results for ladder processes in continuous time, On the distribution of the trajectory maximum of a stochastic process with switchings, Passage times for a spectrally negative Lévy process with applications to risk theory, On a stochastic process with switchings, Optimal stopping of Hunt and Lévy processes
