Wiener-Hopf factorization for convolution semigroups

DOI10.1007/BF00532852MaRDI QIDQ5627479zbMATH OpenOpenAlexFDO

Authors N. U. Prabhu

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

Mathematics Subject Classification ID

Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Continuous-time Markov processes on general state spaces (60J25)

Cites work

• Further results for ladder processes in continuous time
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3338207 (Why is no real title available?)
• Ladder variables for a continuous time stochastic process
• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
• On the First Passage Time Across a Given Level for Processes with Independent Increments
• On the Joint Distribution of the First Exit Time and Exit Value for Homogeneous Processes With Independent Increments

Cited in

(9)

• Wiener-Hopf equations and their applications in probability theory
• Perturbation models
• Probability modelling across the continents
• Last exit decompositions and regularity at the boundary of transition probabilities
• On the symmetric wiener-hopf factorization for markov additive processes
• Wiener-Hopf decomposition of random walks and L�vy processes
• Maxima of sums of random variables and suprema of stable processes
• On Prabhu's factorization of L�vy generators
• Wiener-Hopf factorization, Erlangization and transient solutions in some Markov-modulated queueing models

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