Ladder variables for a continuous time stochastic process

DOI10.1007/BF00535696zbMath0193.45003MaRDI QIDQ5588926

N. U. Prabhu

Publication date: 1970

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

zbMATH Keywords

probability theory

Related Items

On a continuous time extension of Feller's Lemma, On a continuous time extension of Feller's Lemma, Ladder phenomena in stochastic processes with stationary independent increments, Ladder phenomena in stochastic processes with stationary independent increments, Wiener-Hopf factorization for convolution semigroups, First passage times on zero and one and natural exponential families, Distribution of the occupation time for a Lévy process at passage times at 0, On the real natural exponential families of grand-Babel, Further results for ladder processes in continuous time, Passage times for a spectrally negative Lévy process with applications to risk theory

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