Path behavior of processes with stationary independent increments

DOI10.1007/BF00538475zbMath0196.18602MaRDI QIDQ5592666

P. W. Millar

Publication date: 1971

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

zbMATH Keywords

probability theory

Mathematics Subject Classification ID

Strong limit theorems (60F15) Markov processes (60J99)

Related Items (6)

Multivariate intensity estimation via hyperbolic wavelet selection ⋮ The graph and range singularity spectra of \(b\)-adic independent cascade functions ⋮ On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes ⋮ Aspects of Micro-Local Analysis and Geometry in the Study of Lévy-Type Generators ⋮ Polarity for a class of Levy processes ⋮ Lower bounds of the Hausdorff dimension for the images of Feller processes

Cites Work

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• On limits of sequences of operators
• Variation of symmetric, onedimensional stochastic processes with stationary independent increments
• Sample functions behavior of increasing processes with stationary, independent increments
• On some limit theorems of probability distributions
• An Extended Markov Property
• A Limit Theorem for a Function of the Increments of a Decomposable Process
• Some Theorems on Stable Processes
• Maximal inequalities as necessary conditions for almost everywhere convergence
• Martingales with Independent Increments

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