AbstractThe distribution of ladder variables is obtained for the class of processes with stationary independent increments for which they are almost surely positive. This result is used to derive some related distributions. It is proved that a Wiener-Hopf factorization completely analogous to the one for random walks holds if and only if the process is compound Poisson with zero drift
We deal with random processes obtained from a homogeneous random process with independent increments...
Abstract. Formulas for level crossing probabilities, ladder height distributions and related charact...
In this thesis we research and introduce several properties of paths of a Wiener process. At first w...
AbstractThe distribution of ladder variables is obtained for the class of processes with stationary ...
A reformulation of the classical Wiener-Hopf factorization for random walks is given; this is applie...
In this paper, some identities in laws involving ladder processes for random walks and Lévy process...
For a positive self-similar Markov process, X, we construct a local time for the random set, Θ, of t...
AbstractA fluctuation theory for Markov chains on an ordered countable state space is developed, usi...
A fluctuation theory for Markov chains on an ordered countable state space is developed, using ladde...
We study the Wiener-Hopf factorization for Levy processes with bounded positive jumps and arbitrary ...
We show that if a Levy process creeps then, as a function of u, the renewal function V (t, u) of the...
AbstractWe study the Wiener–Hopf factorization for Lévy processes with bounded positive jumps and ar...
We study the Wiener-Hopf factorization for Lévy processes with bounded positive jumps and arbitrary...
We give three applications of the Pecherskii-Rogozin-Spitzer identity for Lévy processes. First, we ...
This thesis is devoted to the fluctuation theory of Lévy processes, discipline which studies traject...
We deal with random processes obtained from a homogeneous random process with independent increments...
Abstract. Formulas for level crossing probabilities, ladder height distributions and related charact...
In this thesis we research and introduce several properties of paths of a Wiener process. At first w...
AbstractThe distribution of ladder variables is obtained for the class of processes with stationary ...
A reformulation of the classical Wiener-Hopf factorization for random walks is given; this is applie...
In this paper, some identities in laws involving ladder processes for random walks and Lévy process...
For a positive self-similar Markov process, X, we construct a local time for the random set, Θ, of t...
AbstractA fluctuation theory for Markov chains on an ordered countable state space is developed, usi...
A fluctuation theory for Markov chains on an ordered countable state space is developed, using ladde...
We study the Wiener-Hopf factorization for Levy processes with bounded positive jumps and arbitrary ...
We show that if a Levy process creeps then, as a function of u, the renewal function V (t, u) of the...
AbstractWe study the Wiener–Hopf factorization for Lévy processes with bounded positive jumps and ar...
We study the Wiener-Hopf factorization for Lévy processes with bounded positive jumps and arbitrary...
We give three applications of the Pecherskii-Rogozin-Spitzer identity for Lévy processes. First, we ...
This thesis is devoted to the fluctuation theory of Lévy processes, discipline which studies traject...
We deal with random processes obtained from a homogeneous random process with independent increments...
Abstract. Formulas for level crossing probabilities, ladder height distributions and related charact...
In this thesis we research and introduce several properties of paths of a Wiener process. At first w...
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