On a continuous time extension of Feller's Lemma

DOI10.1007/BF00536758zbMATH Open0204.51201OpenAlexW2017585245WikidataQ124967452 ScholiaQ124967452MaRDI QIDQ5604250FDOQ5604250

Authors: N. U. Prabhu, Michael Rubinovitch 

Publication date: 1971

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00536758

Cites Work

• Title not available (Why is that?)
• On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments
• Some Theorems Concerning Brownian Motion
• Extension of a renewal theorem
• On the First Passage Time Across a Given Level for Processes with Independent Increments
• Ladder variables for a continuous time stochastic process

Cited In (3)

• Ladder phenomena in stochastic processes with stationary independent increments
• Ladder phenomena in stochastic processes with stationary independent increments
• Further results for ladder processes in continuous time

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