Wiener-Hopf factorization for convolution semigroups
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Publication:5627479
DOI10.1007/BF00532852zbMath0222.60047OpenAlexW2013966820MaRDI QIDQ5627479
Publication date: 1972
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00532852
Continuous-time Markov processes on general state spaces (60J25) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
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Cites Work
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- 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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