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On a continuous time extension of Feller's Lemma

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Publication:5604250
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DOI10.1007/BF00536758zbMath0204.51201OpenAlexW2017585245WikidataQ124967452 ScholiaQ124967452MaRDI QIDQ5604250

Michael Rubinovitch, N. U. Prabhu

Publication date: 1971

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

Full work available at URL: https://doi.org/10.1007/bf00536758



Related Items

Ladder phenomena in stochastic processes with stationary independent increments, Ladder phenomena in stochastic processes with stationary independent increments, Further results for ladder processes in continuous time



Cites Work

  • Unnamed Item
  • Extension of a renewal theorem
  • Some Theorems Concerning Brownian Motion
  • On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments
  • On the First Passage Time Across a Given Level for Processes with Independent Increments
  • Ladder variables for a continuous time stochastic process
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