scientific article; zbMATH DE number 3309705

zbMATH Open0194.49001MaRDI QIDQ5590477FDOQ5590477

Authors: E. A. Pecerskij, B. A. Rogozin 

Publication date: 1969

Title of this publication is not available (Why is that?)

zbMATH Keywords

probability theory

Cited In (11)

• The convex minorant of a Lévy process
• Some remarks on first passage of Lévy processes, the American put and pasting principles
• Some fluctuation identities for Lévy processes with jumps of the same sign
• On the law of the supremum of Lévy processes
• Stability of the exit time for Lévy processes
• Fluctuation theory for Lévy processes with completely monotone jumps
• Factorization identities for reflected processes, with applications
• The supremum of a process with stationary independent and symmetric increments
• A quintuple law for Markov additive processes with phase-type jumps
• On the First Passage time for Brownian Motion Subordinated by a Lévy Process
• On a fluctuation identity for multidimensional Lévy processes

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