Wiener-Hopf factorization for convolution semigroups

DOI10.1007/BF00532852zbMath0222.60047OpenAlexW2013966820MaRDI QIDQ5627479

N. U. Prabhu

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1007/bf00532852

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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Probability modelling across the continents ⋮ Maxima of sums of random variables and suprema of stable processes ⋮ Wiener-Hopf equations and their applications in probability theory ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:5667333 On Prabhu's factorization of L�vy generators] ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4067859 Wiener-Hopf decomposition of random walks and L�vy processes] ⋮ Last exit decompositions and regularity at the boundary of transition probabilities ⋮ Perturbation models ⋮ On the symmetric wiener-hopf factorization for markov additive processes

Cites Work

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• Further results for ladder processes in continuous time
• On the Joint Distribution of the First Exit Time and Exit Value for Homogeneous Processes With Independent Increments
• On the First Passage Time Across a Given Level for Processes with Independent Increments
• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
• Ladder variables for a continuous time stochastic process

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