Level crossing times for certain processes without positive jumps
type: Item
instance of: scholarly article
title: Level crossing times for certain processes without positive jumps
zbMATH Open document ID: 0883.60073
author: Pierre Vallois
author: Marco Dozzi
published in: Bulletin des Sciences Mathématiques
publication date: 1998-03-16T00:00:00Z
review text: For general càdlàg processes, without positive jumps on \([0,\infty)\), the authors prove \[ tP(T_x\in dt)dx= xP(X_t\in dx)dt, \] where \(X\) is the process, \(T_x\) is the first time the process crosses the level \(x\). Applications are given.
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J99
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60J70
zbMATH DE Number: 1057337
zbMATH Keywords: level crossing
zbMATH Keywords: càdlàg process
zbMATH Keywords: upcrossing and down crossing
reviewed by: Murali Rao
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1057337