On the distribution of duration of stay in an interval of the semi-continuous process with independent increments

DOI10.1515/1569397042722355zbMath1119.60034OpenAlexW2164080180MaRDI QIDQ3440836

Tetyana Kadankova, Victor Kadankov

Publication date: 29 May 2007

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/1569397042722355

zbMATH Keywords

weak convergenceWiener processprocess with independent increments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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