On a continuous time extension of Feller's Lemma

DOI10.1007/BF00536758MaRDI QIDQ5604250zbMATH OpenOpenAlexWikidataFDO

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

• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• Extension of a renewal theorem
• Ladder variables for a continuous time stochastic process
• On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments
• On the First Passage Time Across a Given Level for Processes with Independent Increments
• Some Theorems Concerning Brownian Motion

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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