Wiener-Hopf factorization for convolution semigroups

DOI10.1007/BF00532852zbMath0222.60047MaRDI QIDQ5627479

N. U. Prabhu

Publication date: 1972

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

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60B15: Probability measures on groups or semigroups, Fourier transforms, factorization

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Cites Work

• Further results for ladder processes in continuous time
• On the Joint Distribution of the First Exit Time and Exit Value for Homogeneous Processes With Independent Increments
• On the First Passage Time Across a Given Level for Processes with Independent Increments
• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
• Ladder variables for a continuous time stochastic process
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