Distribution of functionals of some processes with independent increments
From MaRDI portal
Publication:367571
zbMath1272.60026MaRDI QIDQ367571
Publication date: 16 September 2013
Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)
Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (4)
Joint distributions of the the infimum, supremum, and end of a Brownian motion with jumps ⋮ Distribution of sojourn time for a Brownian motion with jumps ⋮ Distributions of the location of maximuma and minimuma for diffusions with jumps ⋮ Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum
This page was built for publication: Distribution of functionals of some processes with independent increments
